Installing GNU Radio
GNU Radio is trivially easy to install on Ubuntu, which includes the UHD driver.
apt install gnuradio
DO NOT use GNU Radio from a virtual machine in general with an SDR, as typically many packets will be lost and the data will not be useful. The typical best choice is to use a GNU Radio live USB image. Frequent GNU Radio users often dual boot into Ubuntu for working with SDR.
Build GNU Radio from source
Optionally, you can compile GNU radio yourself