You need Glib to compile this stuff. Take the binary distribution or compile it yourself (look into extras subdirectory for an example).
Compiling from CVS Run autogen.sh. I used automake 1.8.5, autoconf 2.59 and libtool 1.5.10. With earlier versions it may not work because some command line options aren't supported. Then use configure script as described below.
Compiling from source tarball Just use configure && make. Option affects the location of configuration directory: if specified, is prepended with .. For example, if you run ./configure --sysconfdir=/etc --enable-relocateble then syslogd.exe and client will read their configuration file from etc subdirectory located in the same directory with executable file.
Building binary distribution Use build.sh. It does all you need. You should have some packages — look into the script to see which ones. Also, you should have Inno Setup with ISPP installed in your system.
on UNIX You should have cross compiler and Wine installed. Wine is required to run Inno Setup Compiler and the directory in which you are going to build should be accessible via some drive letter. Assuming target triplet is i686-pc-mingw32, iscc is in its default directory c:\program files\inno setup 5 and required packages are in ./distfiles: DISTFILES=distfiles \ ISCC=c:\\program\ files\\inno\ setup\ 5\\iscc.exe \ HOST=i686-pc-mingw32 \ ./build.sh
on Windows I've noticed that Msys has troubles running some native command-line applications. So you'll have to run Inno Setup by hand. DISTFILES=<path to the directory with packages> \ ./build.sh
Compiling documentation You should have DocBook and DocBook Website installed in your system. Go to doc/website directory and issue the following commands: xsltproc --output autolayout.xml \ http://docbook.sourceforge.net/release/website/2.6/xsl/autolayout.xsl \ layout.xml xsltproc --stringparam output-root htdocs \ stylesheets/chunk-tabular.xsl \ autolayout.xml