It is normal not to find all of these packages. Most of these on this list are not available on Linux, or are at least not standard packages. And for the most part, you don’t need them.
For instance, you can’t build (and shouldn’t expect to build) the various DirectX interfaces on Linux, because DirectX is Windows-specific.
If there’s one of these packages that you actually do need, because you are specifically looking for the functionality provided by this package, then you should investigate how to install that package on your Fedora system. But I don’t see anything on that list that you’re likely to need for normal Panda development.
You might want to grab the devel package of the libGTK-2.0 package on your system (whatever it is called exactly, but I’m 100% sure it’s in the Fedora main repos), otherwise it won’t be able to build PStats correctly. Besides that, you won’t likely need most of these, as David points out.