FEMLISP can link to two sparse direct solvers, namely SuperLU or UMFPACK. Again those solvers have to be supplied as shared libraries. On Debian/GNU Linux, these are available as packages called something like “libsuperlu<version>” or “libumfpack<version>”.
Note that direct solvers are not necessary for most of the FEMLISP demonstrations, because hierarchical solvers are usually more efficient.
However, if you want to use SuperLU and/or UMFPACK, you have to issue the command
from inside the Femlisp directory, because these commands will compile suitable interface files femlisp;interface;superlu.so and/or femlisp;interface;umfpack.so which are used for linking by Femlisp.