By convention, shared objects for libraries are named lib.... So the pthread library will be called libpthread.so. You can query the repositories to see which package (if any) provides the library as a capability:
# are you did this that way?
git clone https://github.com/cebix/macemu.git
# Is this produce any output?
find / -type f -name *pthread.h 2>/dev/null
Then it’s about the build system (autotools here?) not being able to find it. This is often because it isn’t looking in the right place. Check where the various compiler and linker flags are being set. You may have to tweak those bits.