MUMPS should be readily packaged by most Linux distributions. Don't forget to install a development version of the library. In order for deal.II to use MUMPS, you also need to have BLAS, LAPACK, and SCALAPACK installed. Make sure that the libraries used by MUMPS are the same as the ones used by deal.II.
Support for MUMPS will be enabled automatically if a system wide installation of MUMPS can be found. To use a self compiled version, specify
-DMUMPS_DIR=/path/to/mumps
on the command line when invoking cmake.
You can override the autodetection by manually specifying
-DDEAL_II_WITH_MUMPS=OFF|ON
.