Make error when compiling alx backports driver

While installing Debian, the program complained that it couldn't load the driver for my ethernet card (or it couldn't find an ethernet card, or something like that) and prompted me to select a driver from a list to load during the install. I chose the first option - "no driver" - figuring it wasn't necessarily during the install since I had the complete image.

Now, based on this answer, I'm trying to install the alx backports driver for my Qualcomm Atheros AR8172/8176/8178 ethernet card. Because the Debian image doesn't come with make, I had to download the .deb package and install make from a thumb drive. I also downloaded the compat-drivers tarball and extracted it to the thumb drive.

According to the driver page (link above):

To only compile and install the alx driver you can do:

./scripts/driver-select alx

make

sudo make install

I'm able to run the first command, but when I run the make command I get the following error:

No rule to make target `modules`. Stop.

I found a similar question, but that user was on CentOS. I think the problem is I need to download the kernel source code and place it under /usr/src, but I'm not sure where I can download the kernel source code for Debian. (Plus, I'm not entirely sure that is the problem.)

As an aside, would I be better off installing Ubuntu? Most Ubuntu users seem to think so, but I was under the impression Ubuntu was basically Debian with additional packages.