You probably do NOT want to do this. It's still a bit too hard; an exercise for experts. Most users will want to download and install a pre-compiled binary version; see the downloads page for more information.
But if you really must or want to compile/build Kleene from the source code, download a pre-compiled binary package from the downloads page, gunzip and de-tar the tarball, and read the README.git and README.build files.