Before compiling the Java binding you first need to have the C runtime
compiled and installed. You also need to find where your jni.h header
is installed. It is part of the Java JDK, but it might be placed
in different places on different platforms.
The Makefile in this directory will try to figure out the location of
jni.h, but if it doesn't succeed you should add it manually to the
JNI_INCLUDES variable in the beginning of the Makefile.

Once this is done type:

$ make
$ make install

For Windows you might have to uncomment the lines around
WINDOWS_FLAGS in the Makefile.