How Do You Troubleshoot “build.cfg No such file” or “libgnu.a No Such file”?

Problem scenario
You do not have make installed, but you are trying to install it. You get the following message:

build.sh: line 21: ./build.cfg: No such file or directory
sed: can't read lib/Makefile: No such file or directory
sed: can't read lib/Makefile: No such file or directory
sed: can't read Makefile: No such file or directory
sed: can't read lib/Makefile: No such file or directory
./lib/libgnu.a: No such file or directory

What should you do?

Solution
Run these commands:

cd /path/to/directory/with/make/files
sudo ./configure --prefix=/usr/local  #do not be alarmed if there are errors
sudo bash build.sh
# Some errors can be ignored.  You may be able to proceed even if you saw errors.

If you want to install make from scratch on any type of Linux, see this posting.