/lib/modules/4.2.0-36-generic/build is in linux-headers-4.2.0-36-generic 4.2.0-36.42~14.04.1.
This file is owned by root:root, with mode 0o777.
It is a symlink to /usr/src/linux-headers-4.2.0-36-generic
/usr/src/linux-headers-4.2.0-36-generic