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You're right that the benefits are that you can customize it or the dependencies.

If you want to build against custom dependencies you need to build and install them into the environment in which you will be building ROS from source. There's nothing different about building a ROS library from any other software library if you want to update or change the dependency. You must set it up such that the newer dependencies are found by making sure that they're on the search path(CMake, Autotools, pkg-config, etc) before the default versions. Depending on your sensitivity you can install the libraries globally on your system and replace them for everything, or you can use various types of isolation that suit your needs and make sure to inject the libraries into your path.