Make?

[Brian Benson <bmbenson earthlink net>]

OK... this is a real newbie question for all of you out there in Linux land!

What is "make"?  I am trying to install this "smbfs" so that I can see my
Windows 95 files, and it tells me that I have to type:

make
make <something, I forget>

amongst a bunch of other stuff, but when I do what it says I get a "command
not found".  So, I decided to do a "find / make|grep make", and there is
nothing on my system by that name.

Does anyone have any idea of what I am missing?

Thanks,

BB