Linux software sources typically come accompanied by a file named configure. It is a script that prepares the build process and must be called before the make step. To compile, link and install your software, call:
./configure make make install
It is quite typical for beginners that configure stops with errors. Usually, this is because you do not have all packages installed that are needed to build the software. If configure complains, install the development package that it cannot find. In the following example, the development packages for xorg are missing:
$ ./configure [...] checking for vsnprintf... yes checking for snprintf... yes checking for X... configure: error: Can't find X includes. Please check your installation and add the correct paths!