HUD was added by default in Ubuntu 12.04, but only for Unity 3D (with Compiz) and since feature freeze has passed, it seemed HUD wasn't going to be available for Unity 2D. But a feature freeze exception was made and Unity 2D now includes HUD.
HUD for Unity 2D is not yet available in the official Ubuntu 12.04 Precise Pangolin repositories yet, but if you want to test it, you can use the Unity Team PPA (there was an announcement a couple of days ago, but HUD for Unity 2D didn't work until a few minutes ago):
(HUD for Unity 2D is also available in the Unity Staging PPA)
sudo add-apt-repository ppa:unity-team/ppa sudo apt-get update sudo apt-get dist-upgrade
Update: Unity 2D with HUD is now available in the official Precise repositories.
Once installed, log out and log back in, then open an application and tap ALT to invoke HUD.
Remember to report any bugs you may find @ Launchpad.