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.

yum groupinstall "Development Tools"

or

yum install gcc gcc-c++ kernel-devel

Do you have any specific problem with yum?
Normally you would do yum install make
Or, maybe, sudo yum install make

Wow :-), Ok, i write the standard Make reference here, you take your pick on the source.

wget http://ftp.gnu.org/pub/gnu/make/make-3.81.tar.bz2
tar xfj make-3.81.tar.bz2
./configure
make
sudo make install

And, while you are there, might want to reinstall yum too...

Good to hear you have fixed it.

make is in the make package, part of the "Development Tools" group which you should install before attempting to build anything.

Due to a long-standing unresolved Debian bug report, GNU Make remained the age-old 3.81 in Debian for a very long time, and as a consequence, in Debian-based distributions such as Ubuntu and Mint.

The latest Debian release, Jessie, has upgraded to 4.0, so Debian-based distributions will have that upgrade. However, it is better to use 4.1.

This has been discussed many times on the GNU Make mailing list and elsewhere.

So to get a newer version, you must compile it from scratch. This is easy:

1. Install the required packages (gcc, make and such).
2. Open up a shell (if you're using the GUI, a terminal window).

3. Type the following commands (or something equivalent, e.g. you can use curl instead of wget):

   cd /tmp
   wget http://ftp.gnu.org/gnu/make/make-4.1.tar.gz
   tar xvf make-4.1.tar.gz
   cd make-4.1/
   ./configure
   make
   sudo make install
   cd ..
   rm -rf make-4.1.tar.gz make-4.1
   

Now, make 4.1 is in /usr/local/bin/make.

You can verify it is there with whereis make.

You can make it your default make by prefixing /usr/local/bin to your $PATH variable in your shell startup file; for instance, in .profile or .bashrc if you use the bash shell.

Don't try to install a self-compiled make (or anything else that doesn't come from the distribution's package manager) into /bin or /usr/bin; doing that will confuse your package manager.

Cross-compile the toolchain on another system to your target architecture (whatever the VM is emulating) and then copy it over via FTP or SCP.

I have no idea what linux distribution "ubuntu centOS" is. Ubuntu and CentOS are two different distributions.

To answer the question in the header: To install make in ubuntu you have to install build-essentials

sudo apt-get install build-essential