I am trying to install the tightVNC on my imac.
It expects X install; I see that X11 in my utility. I think it is ok, but the instruction states to install it on /usr/bin/. Which is correct?

Then I need to have ~JPEG and ~zlib to place in /usr/bin/ or inside of certain folders to use. To make sure it is ok; I put both of them in both of the indicated places. I assume it is going to work.

Now, I am suppose to build and install. I am not sure how to do it with the command "xmkmf" and not sure where to run this command. I am doing all of this in terminal. Can anyone give a hand?

The first question would be, why do you think you need to install tightVNC from source? Have you tried simply installing it from the repositories?