use 'make' to compile and install programs unless absolutely needed: you could mess up your system. Prefer to install software delivered in binary form and coming from an "official" mirror for your distribution (Fedora 10).
The error you noticed (text in bold) had nothing to do with 'make', it says that for some reason you couldn't get access to the mirror list the 'yum' utility was trying to reach. But I can access it whilst writing this message, so may be your connection did not work at that point of time or the computer host of the list was unreachable when you issued the command.
As for ftp utilities you probably have already several in your system, e.g. ftp or lftp. Or you could use wget. Or, if you do not like to use the command line, put ftp: at the beginning of the address in the address bar in Konqueror.
For instance type in Konqueror's address bar: ftp://fedora.mirrors.tds.net/pub/fed....fc10.i386.rpm
to get the 'make' package if you still want it. You can then use the 'rpm' utility to install it.