Dunno - I've never tried. Untar everything and configuremakemakeinstall but in the right order. Check the Gnome site.
You might also want to look into garnome (I think it's called) which automates the process - you can still exercise some control and compile it for your machine, but it seems to handle the downloading (which you've already done) and the build order. Gnome's lib structure, dependencies, and ordering and lack of coherent docs are kinda legendary.
And I assume you *do* know how to compile in general, right? I really wouldn't start with Gnome if you haven't built anything from source before. It'd probably give you a bad impression of it.