Here we takes the example of the package libmpfr1ldbl, which exists in Debian Sid, but not in the stable release. We don't need to be root !

Install Debian SDK

su -c "apt-get install devscripts build-essential"

Download the .dsc file from the sid release

dget http://ftp.de.debian.org/debian/pool/main/m/mpfr/mpfr_2.4.2-3.dsc

Install dependencies as found in debian/control

cd mpfr-2.4.2
grep Build-Depend debian/control
Build-Depends: debhelper (>= 7), libgmp3-dev (>= 4.2.dfsg)
Build-Depends-Indep: texinfo, texlive-latex-base
su -c  "apt-get install debhelper libgmp3-dev texinfo texlive-latex-base"

Test if we can build successfully the package

fakeroot debian/rules binary
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loads of output 
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Build a package properly , without GPG signing the resulting binary and the resulting .changes file

dpkg-buildpackage -us -uc
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loads of output 
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Install and enjoy !

su -c "dpkg -i ../libmpfr1ldbl_2.4.2-3_amd64.deb"