During the definition of the site in Area 51, this kind of questions were actually an example of off-topic questions.
I bring up the topic because we've just got a question about compiling dvisvgm in TeXLive.
What are the feelings of the community about this type of questions? Would it be better asked at SO or some other site?
Definitely, yes. Having everything under one roof is one of the main ways this site is better than the SO/SU model we had before.
We should probably distinguish between "building/compiling" in programming, and "building/compiling" in LaTeX sense.
If we're talking about the latter, SO/SU will be of no use, regardless of the vast audience there. Even for the former there's not high chance that somebody could be of assistance (that is not already on TL&F), unless the problem is clearly [programming] compiling-related.
Besides, this category of questions fits somewhat in the FAQ description, point 2.
