(To others, for reference there's also a discussion over the French forum: https://forum.freecadweb.org/viewtopic.php?f=12&t=21197
bernd wrote a script to automate compilation of the latest libraries required for FEM (OCC, netgen, vtk, MED-file) along with FreeCAD for Debian Jessie or Ubuntu 16.04 LTS (Xenial). At the moment, that's your best bet. https://forum.freecadweb.org/viewtopic.php?f=4&t=18967
I'm not sure it's currently possible to get the same result by compiling on Windows.
On Ubuntu, we provide a Daily Builds PPA
repository with a version of FreeCAD built daily from the FreeCAD source code. Updates are pushed through the Ubuntu Update Manager. It's the easiest way on any operating system to get the latest FreeCAD, basically without lifting a finger. The problem is that the FEM guys' work depends on versions of libraries that are not available in the Debian/Ubuntu official software repositories, and the older libraries they hold have various conflicts.
I am working on solving this issue by packaging the requisite libraries in the FreeCAD Daily Builds PPA. I already migrated the PPA to OCCT 7.1.0 this week. But due to that change, I had to disable netgen (one of two tetrahedral mesh generators available in FreeCAD). Next is to migrate netgen to v5.3.1 and re-enable it, after that it will be MED-file and VTK 7. I am not an expert packager but I'm getting great help from a few members of the FreeCAD community so I am moderately optimistic.
My recommendation is to set up a Linux box (or a dual boot) with Ubuntu 16.04 LTS then get started with bernd's script. Hopefully, we'll get the PPA up-to-date at some point and then you'll be able to switch to it. Of course, if you plan to do development then compiling will be necessary, but you'd be able to use the packaged occt, netgen etc. libraries instead of having to compile them first.