The gambit package for Debian (and consequently Ubuntu) is outdated, and not available for up-to-date releases. The website for gambit offers a download for Linux, which can be compiled using the standard
./configure; make; sudo make install.
On my machine, this did not install the GUI. There was actually an explanation on the screen, but I did not read it the first time around: Without the right wxWidgets on the computer, the GUI is simply skipped. The solution: Install
libwxgtk3.0-dev (note the
dev-suffix), and re-install/re-compile gambit.