Can't find source code for building mysql
Funny - I'm just doing this myself now (assuming Linux (as per Alex Kuzminsky - I use Xubuntu - no heavy GUI desktop).

Get the source (all source downloads here (select from dropdown), Linux source here).

Run (depends on your Linux distro)

sudo apt-get install cmake
sudo apt-get install bison flex
sudo apt-get install libaio1
sudo apt-get install g++ (Ooops!)
sudo apt-get install libncurses5-dev


This was all I needed to do after a fresh (Oracle Virtual Box) install of Xubuntu 14.04 LTS.

Then, what I do is follow the instructions here.

Create a directory "sandbox" beside mysql-5.6.16.

cmake ../mysql-5.6.19
make
make package 


then install the mysql-5.6.19-linux_64.tar.gz package (or whatever it's called)

Works nicely for those of use who want to control things and even run several MySQL servers on the same machine using different ports for example.