If you want to install manually the dependencies of the icub-common package, you can check this dependencies on the scripts that are used to build the .deb packages:
Please note that the required dependencies change depending on the distribution (Ubuntu or Debian) and on the version.
Inverse kinematics modules need the IPOPT library. This is not a requirement but it could be a useful feature. See instructions here:
Environment variable you should have after this procedure: IPOPT_DIR