I'm not entirely sure what you mean here. The Lie algebra [itex]\mathfrak{g}[/itex] coming from a finite dimensional manifold is just a finite dimensional vector space so of course we can always construct a positive definite inner product on it just by choosing a basis and using the standard inner product on n-tuples.
In fact, this can even be made Ad-invariant for a compact Lie group. If we let [itex]G[/itex] be any compact Lie group, we have the representation [itex]\mathrm{Ad}:G\to GL(\mathfrak{g})[/itex] and we also have a left Haar measure [itex]dx[/itex] on [itex]G[/itex]. Define the inner product by
[tex](u,v)=\int_G \langle Ad(x)u, Ad(x)v \rangle dx[/tex]
where [itex]\langle \cdot,\cdot \rangle[/itex] is just any inner product. It is straightforward to check that this is a positive-definite, ad-invariant inner product.
If the Lie group is also simple as well as compact, then this will be a unique Ad-invariant inner product (up to scaling by a constant I think) on the Lie algebra so perhaps the statement is meant to be there is a unique Ad-invariant inner product on [itex]\mathfrak{g}[/itex] iff the group [itex]G[/itex] is compact and simple?