How should I install 'make' compiler ?

I need too install GDB in order to debug a program.

I need to install GDB through the UNIX command 'make install'. I downloaded a full directory of hundreds of files allowing to get a gdb executable but need a compilation before ...
The problem is UNIX can't find 'make' command. I work under Mac OS Lion 10.7.2
Is there an explanation and maybe a solution ?

The development environment is an optional install in OS X. You need to purchase the Xcode package from the Apple store. You get a full compliment of tools such as make and gdb. Plus the llvm compilers and the necessary header files, etc.

Here is a link:

Download Xcode 4 - Apple Developer

I am wondering ?. are a number of people who develop outside of Apple specific apps receiving a negative feeling with OS X 10.6 and up. OS X 10.6 seems to be becoming restrictive in some ways.
i have already seen some people who develop programs for the Mac, stoped at 10.5 because of the purchase the Xcode package. ?

I downloaded gdb version 7.3.1 , (Xcode including make, gdb osascript and others seem to be a free download, check on AppStore) and pre-installed version with Xcode is GNU gdb 6.3.50 so I need to know what to do to install this version.
Should I go inside downloaded package of GDB directory (full of hundreds of files) and type:

$make install

Is this sufficient ? No risk ?

Read the CAPITALIZED files in the source distribution directory. The INSTALL and/or the README files contain information on how to install the package. You should avoid overwriting files distributed by the operating system. The general regiment is ->

cd /path/to/source_directory
./configure
make
sudo make install