Just type make in the directory to build it all.
Your user account must have sudo privileges, and you'll need to
enter your user account's password periodically (during the installation
steps).
You can eliminate this requirement by running the following:
make PREFIX=${HOME}/opt SUDO=''
This will install things into your home directory and tell the build to not use sudo.
Before running the build, you should run the following command:
ulimit -n 4096
This will increase the limit of maximum open files.