See doc/index.html for more information.
If you downloaded the tarball from the GLEW website, you just need to:
Unix:
make
Windows:
use the project file in build/vc6/
If you wish to build GLEW from scratch (update the extension data from
the net or add your own extension information), you need a Unix
environment (including wget, perl, and GNU make). The extension data
is regenerated from the top level source directory with:
make extensions