You can build with make or with Bit. Bit is quicker and more flexible.
To install Bit, download Bit from http://embedthis.com/downloads/bit/download.ejs

make

You can pass make variables to tailor the build. For a list of variables: 

make help

WinMake

./configure
bit

For a list of configure options:

./configure --help

bit run

sudo make install

or 

sudo bit install

sudo make uninstall

or

sudo bit uninstall

bit test