Forget about the warnings: they don't inspire much confidence in the software, but they shouldn't stop it compiling. You've only got one error:
In file included from hdn_common.h:12,
hydan.h:24:25: error: openssl/evp.h: No such file or directory
Either you're missing a file, or the source code has got the name wrong. The latter is more likely, so see if there's any name like the one gcc can't find.