There are several ways to do this (as can be seen from the other answers). For a package that is already part of the repository, you can simply use:
apt-get build-dep pkgname
For local packages, one of:
apt-get build-dep source-dir/ apt-get build-dep source-name.dsc /usr/lib/pbuilder/pbuilder-satisfydepends* --control source-name.dsc mk-build-deps --install source-name.dsc pbuilder build source-name.dsc sbuild source-name.dsc
There are probably other solutions, but most commonly used.
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