Your best bet is to use a pre-packaged setup for your operating system. Newer Linux distributions may have it available via the standard package repositories, so check that first! Known public packaged builds:

• Debian Linux: http://packages.debian.org/gdnsd
• Ubuntu Linux: https://launchpad.net/ubuntu/+source/gdnsd/
• FreeBSD: V3: https://www.freshports.org/dns/gdnsd3 V2: https://www.freshports.org/dns/gdnsd2
• Alpine Linux (V2): https://pkgs.alpinelinux.org/packages?name=gdnsd
• Arch Linux (V3): https://www.archlinux.org/packages/community/x86_64/gdnsd/
• RPM-based distros: There appears to be a V2 specfile maintained (?) for OpenMandriva here: https://github.com/OpenMandrivaAssociation/gdnsd. Fedora doesn't have a package at all, and I don't know of any V3 RPM packaging out there.
• Raw Source Tarballs: https://github.com/gdnsd/gdnsd/releases/