Install is easy, just run

make

make install

You may want to take a quick look at the top of the Makefile to make sure
everything is fine, but it's highly unlikely you'll want to change anything
beyond the install directory

If you're installing on a system that doesn't use /usr/local (like Redhat),
make sure you change the line at the top of the Makefile.

To compile the example program, run:

make regextest

or just run

make test
