"Oh, it's Linux; call me when you've finished recompiling your kernel!" This is a statement from every uninformed techy ever.
Packages aren't the only way to install software on your system; if you have the source code (the recipe for the software that you want to install), you can compile the program yourself, in your own way!
It's not done very frequently these days, outside of in-house software, as compiling software can be a time-consuming and resource-intensive task. The likes of the Gentoo users of the world might like it, and there are arguments that it can speed up and slim down installations, but these are generally negligible benefits on modern hardware.