First step is to configure:
./configure
From there, if you are using opam (which you probably should), installing OCaml dependencies (displayed as missing in configure's output) should be achieved with:
opam repo add --set-default ocalme https://github.com/rixed/ocalme-opam-repository.git
opam repo priority ocalme 1
opam install --deps-only ./opam
And then, to actually build:
make dep && make