Looks like you've got a source tarball and you have to compile it... just follow the instructions as given in the manual. 'make' is not a script thats supposed to be in the directory, anyway. make is a utility included with all linux distributions. you can see where it is located if you do a 'which make'.
Basically, open a terminal and cd to the directory where you have the stuff extracted, and just type make. That should compile everything for you.
just follow the instructions in the readme, and you should be fine