Install Stepmania 5.0.5 Ubuntu

How would i get the new stepmania to play on the Ubuntu 14.04? :)

Try the instructions in the first post of this thread.

Oh ok. And how would i get these dependencies? Dow i have to download them?

Use Ubuntu's package manager to find and install them.

Alright so i got all of those. So how do i launch the game?

To quote from the instructions I linked:
Run the executable in the stepmania dir.
If you want to run stepmania from a launch button like some desktop environments have, make a shell script like this and set the launch button to run the shell script. This assumes that the stepmania folder is ~/stepmania. If you don't know already, "~/" is shorthand for the home folder of the current user on Linux.

#!/bin/bash

cd ~/stepmania

./stepmania

I personally always use a command line to run it, but I have seen other people set up launch buttons to start stepmania with a click. The shell script in the code block is what is used to start it from a launch button.
I don't use Ubuntu, so I can't give step by step instructions for setting up a launch button to execute a command.