The master branch only builds on OS X. There's a branch that works on Linux too but it's not completely up to date I don't think.
The Narwhal engine needs to implement XHR. If you use the version of narwhal-jsc that links against WebKit (OS X only for now) it comes with one. "make webkit" when you build it.
I started working on an XHR implementation in JavaScript here:
http://github.com/280north/browserjs Currently it's dependent on Java but I started converting it to use the simpler "http" module available in narwhal-rhino and narwhal-jsc.
-tom