Setting up on Linux, some basic questions that googling didn't answer

The text in the tutorial needs to be updated. I’ll do that now.

JUCE’s embedded VST2 SDK has been removed. See the 5.4 release notes:

Those three errors look like a problem creating a file with spaces in its name: “Audio Plugin Tutorial”. This might be a JUCE bug. Does it work if you don’t use spaces?

The last error is because we don’t support VST3 on Linux. This is something we’re working on though.