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The make command is a shell command for compiling an app.
It's used in the shell in the directory containing the app files you're trying to install. How about providing a little more useful info on exactly what it is you're trying to do. AN intelligent question is likely to garner an intelligent reply.
perhaps you will not be able to make it works because you'll need the make program to compile the make program. If so try to download an rpm, .tgz or any other pre-compiled version and compile the make program later
Yast is Suse's package manager. it will install prebuilt packages for you.
as far as make goes, make is an application. You are running an rpm distro, but trying to compile from source. you will have to make sure you have a complete development environment installed as well as all the packages you need to use this method. Generally, rpm distro's are more for using prebuilt packages as the primary means of installing software ( but you can compile apps on them, it's just a little more work and not always as straight forward as other distro's).
keep in mind on your distro, packages ( typically libraries) are split. for example, for gtk-2.4 will have two packages ( the names will differ from my example slightly):
gtk2-2.4.0-i386 - this it the package that contains the libraries needed to use gtk.
gtk2-2.4.0-devel-i386 - this package contains the files needed to build applications that use gtk2. These files include documentation, include files ( headers), and the pkg-config files that pkg-config uses ( not all libraries use pkg-config, but pretty much all of the gnome-2.x ones do).
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