No need to build anything, it's not a binary or anything like that. Prosody is just a very plugin-oriented project (plugins are written in Lua). For better or worse, we (the Prosody team) have certain standards for inclusion of community modules in the core codebase, and mod_cloud_notify doesn't quite meet them yet.

On Debian and derived systems, you can just 'apt install prosody-modules', and on other systems you can 'prosodyctl install mod_cloud_notify' or otherwise download it directly: https://modules.prosody.im/mod_cloud_notify (no configuration is necessary apart from adding it to the module list in your config).