Example building sudo-1.8.11p1-2

# Download the source files
curl -O http://ftp.de.debian.org/debian/pool/main/s/sudo/sudo_1.8.11p1-2.dsc
curl -O http://ftp.de.debian.org/debian/pool/main/s/sudo/sudo_1.8.11p1.orig.tar.gz
curl -O http://ftp.de.debian.org/debian/pool/main/s/sudo/sudo_1.8.11p1-2.debian.tar.xz

# Extract the tarballs:
tar xf sudo_1.8.11p1-2.debian.tar.xz   # Creates folder sudo-1.8.11p1
tar xf sudo_1.8.11p1.orig.tar.gz       # Creates folder debian

# Move the debian file to the source
mv debian sudo-1.8.11p1

# Cd to the folder
cd sudo-1.8.11p1

# Build
dpkg-buildpackage -us -uc