There are some reasons why is it usually so easy to compile software in VL.
1) Packages aren't split in X and X-dev. In debian and ubuntu (don't know for pclinuxOS) packages are splitted in two variants, the binaries and the libraries,headers,etc. If you want to compile something that relies on any other software, normally, you need the dependency headers, or libs. In debian and ubuntu, you need the dev packages of all your deps. Here, the packages are installed with all dev things.
2) VL comes with most compilers and toolchain by default. I don't have to install binutils, build-essential,... anything. kernel headers are installed by default (unless you say so at install time), so you can start programming from the first minute, use gcc, make, link to X11 libraries, etc.
3) You're lucky. Yeah, theese reasons do not make a 100% success. There are things that have to be installed previously to compile some other apps.
That is one of the reasons I love VL. It just gets out of my way, and lets me do what I want without whining about things that I don't want to be bothered about.