Installing C++ Libraries

Wow, I thought my first question was a beginner question...well here's something that pushes that quite a bit further. I recently downloaded two different "Bignum" libraries for C++, but have no idea what to do with them. I looked inside of the compressed archives. There is source code and a makefile. Do I simply use the terminal to build this as a program and install it like any other program? Or is there something else I am supposed to do when installing such C++ libraries? Thanks in advance.
Well, look for the README or build instructions.
Often it boils down to a simple make && make install.
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Thank you, sir! I managed to get both GMP and SDL installed! I feel so accomplished at this, haha. Next mission, program a simple iCopter-esque came in C++ with SDL for graphics...except, instead of a helicopter, the main character will be represented by an image of a Whooping Crane.
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