Since the release of UHD v3.15.0.0 and GNU Radio v.3.8.1.0, the Ubuntu 18.04 dependencies to build from source have evolved. The documentation has not.
I've been looking for an excuse to learn how to use Docker containers, so I created a Dockerfile based on Ubuntu 18.04 with the latest and greatest UHD and GNU Radio builds. Hopefully it will save some pain for people who are just getting started or who want to upgrade without going bonkers:
https://github.com/robincoxe/ettus-docker/tree/master/ubuntu-uhd-gnuradio
Undoubtedly, the path of least resistance would be to upgrade your PC to Ubuntu 20.04 and install UHD and GNU Radio as follows:
sudo apt install libuhd3.15.0
sudo apt install gnuradio
However, if you'd like to build from GNU Radio and UHD from source as well as keep running an older version of Ubuntu for whatever reason, you could either refer to the dependencies in this Dockerfile as a reference or you could just deploy the Docker image.
-Robin