dmenu is an efficient dynamic menu for X. It is a customized version of
dmenu which has a different color palette.
In order to build dmenu you need the Xlib header files.
Edit config.mk to match your local setup (dmenu is installed into the /usr/local namespace by default).
Afterwards enter the following command to build and install dmenu (if necessary as root):
make clean install
See the man page for details.