OK, I've got a Makefile now. How do I get GNOME on my system?

From here, it's pretty straightforward. You type make, followed by make install. On most systems (including GNU/Linux), this should be followed by ldconfig. If you're in a rush, you can sometimes skip make, since make install will usually make everything that hasn't been made yet. If you want to start the whole process and forget about it, and are running the Bourne shell or its derivatives (eg. ksh or bash), put all four commands on one line, separated by &&. For example:

$ ./configure --prefix=/usr/local && make && make install && ldconfig

The && makes sure that the first command succeeded before going onto the next one.

Once you've done make install (and ldconfig if needed), you can continue on to the next package.