If you got the source from cvs:

  Run "./autogen.sh", which will run the various auto* programs and then
  run ./configure for you. From there, you should be able to run 'make'
  and you'll be on your way.

If you got the source from a tarball:

  Run ./configure, make, make install as usual.

If this doesn't work for you:

  Check out the list archives at http://archives.seul.org/or/dev/ and see
  if somebody else has reported your problem. If not, please subscribe
  and let us know what you did to fix it, or give us the details and
  we'll see what we can do.

Once you've got it compiled:
  (these notes assume you started with source from cvs)

  It's a bit hard to figure out what to do with the binaries. If you
  want to set up your own test network, go into src/config/ and look
  at the routers.or file. Also in that directory are public and private
  keys for various nodes (*-public, *-private) and configuration files
  for the nodes (*-orrc). You can generate your own keypairs with the
  orkeygen program, or use the provided ones for testing.

  Once you've got your config files ready, you're ready to start up your
  network. I recommend using a screen session (man screen), or some
  other way to handle many windows at once. I open a window for each
  onion router, go into the src/config directory, and run something like
  "../or/or -f moria2-orrc". In yet another window, I run something like
  "../httpap/httpap -f httpaprc -p 9051". 

  From here, you can point your browser/etc at localhost:9051 and treat
  it as a web proxy. As a first test, you might telnet to it and enter
  "GET http://seul.org/ HTTP/1.0" (without the quotes), followed by a pair
  of carriage returns (one to separate your request from the headers,
  and another to indicate that you're providing no headers). For more
  convenient command-line use, I recommend making a ~/.wgetrc with
  the line
    http_proxy=localhost:9051"
  Then you can do things like "wget seul.org" and watch as it downloads
  from the onion routing network.

  For fun, you can wget a very large file (a megabyte or more), and
  then ^z the wget a little bit in. The onion routers will continue
  talking for a while, queueing around 500k in the kernel-level buffers.
  When the kernel buffers are full, and the outbuf for the AP connection
  also fills, the internal congestion control will kick in and the
  exit connection will stop reading from the webserver. The circuit
  will wait until you fg the wget -- and other circuits will work just
  fine throughout.