I'm having problems to compile XIllybus kernel module. As this official guide explains

(on the top of page 8 of 25) I unpackaged the tar.gz file and compiled the kernel module by typing the make command in the proper path. When I compile the module with make command, I get the following error:

make -C /lib/modules/3.16.0-0.bpo.4-amd64/build SUBDIRS=/home/xillybus/module modules make: *** /lib/modules/3.16.0-0.bpo.4-amd64/build: No such file or directory. Stop. make: *** [default] Error 2 

/lib/modules/3.16.0-0.bpo.4-amd64/build path does not exist. What does it mean? Should I have to install some kernel packet? www does not help me.

This topic faces a similar issue but with a different driver.

I got stuck at Get kernel.org cp210x.c of that topic because I need to download the appropriate version of Xillybus instead of cp210x.c.