To build GNU packages from source the dance is:
./configure --prefix=/usr/local # Or your preferred place
make
make install
The configure script queries your environment for all sorts of relevant details (compiler version, usability of various language characteristics, various libraries, functions that might carry different names, ...) and creates some header files from the result reflecting the required configuration. It also builds the Makefile. Running make by itself will fail, until you run configure there is no Makefile, and so no install target.
Why do you want that specific version of make? That one is a quite stable package, the announcement doesn't show any revolutionary changes.
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make is in the make package, part of the "Development Tools" group which you should install before attempting to build anything.
if your question is how to install make on redhat then you can do it using command yum install make.
if yum not work then try to set proxy URL to the proxy server in file /etc/yum.conf.
Run the command:
sudo apt-get install build-essential
Chances are you will need things like gcc to actually do the building so you might as well install those as well. The build-essential package will install other tools used along with make.
sudo apt-get update
sudo apt-get -y install make
(-y = answer 'yes' to any prompts)
Check the installed version:
make -v