You can use sources or rpm packages. In this case, we use rpm packages and then they'll be converted in deb packages with alien.

Step 1. Create a folder where to save all downloaded packages

$ mkdir /tmp/wfdb

Step 2. Download the necesary packages from http://www.physionet.org/physiotools. You remember saving them inside /tmp/wfdb:

plt-2.4-3.i386.rpm
plt.i386.rpm
wfdb-10.5.3-1.i586.rpm
wfdb-app-10.5.3-1.i586.rpm 
wfdb-debuginfo-10.5.3-1.i586.rpm
wfdb-devel-10.5.3-1.i586.rpm 
wfdb-doc-10.5.3-1.i586.rpm 
wfdb-wave-10.5.3-1.i586.rpm

Step 3. It's necessary to install alien package to convert packages from rpm to deb and make the conversion:

$ sudo apt-get install alien
$ cd /tmp/wfdb
/tmp/wfdb$ sudo alien *.rpm

Step 4. It's necessary to install the indicated packages from the page http://www.physionet.org/physiotools/wfdb-linux-quick-start.shtml, before to continue:

/tmp/wfdb$ sudo apt-get install  libcurl4-openssl-dev libx11-dev xviewg-dev

Step 5. Install deb packages created from alien:

/tmp/wfdb$ sudo alien *.rpm
/tmp/wfdb$ sudo dpkg -i --force-all *.deb

Step 6. Lastly, it's necessary to create a soft link:

$ sudo ln -s /usr/lib/libwfdb.so.10 /usr/lib/libwfdb.so

Step 7. Try wave:

$ wave -r mitdb/200 -a atr