That is the source code. You need the GNU C/C++ compiler suite at the least (plus probably cmake as well) which are packages you need to install from the Ubuntu aptitude repository. In any case, installing the binaries from standard repositories (the link that pritaeas provide tells how to do that) is a better option unless you are really experienced with installation of open source packages on Linux from source code.
FYI, 5.6.17 is the latest "stable" MySQL version. There are some subtle, but important, differences from the 5.1 versions that most sites run.