GMP has an autoconf/automake/libtool based configuration system. On a Unix-like system a basic build can be done with
./configure
make
Some self-tests can be run with
make check
And you can install (under /usr/local by default) with
make install
If you experience problems, please report them to gmp-bugs@gmplib.org. See Reporting Bugs, for information on what to include in useful bug reports.