Firstly, there is little chance that a program with only make files will be built with a visual studio, if only because the visual studio is not a good C compiler from the standard POV (mathematical functions, in particular, are very poorly supported in MS compilers), It may be possible, but it will not be easy, especially if you are not familiar with C. You really should stick with makefiles instead of trying to import the code into your own IDE - this kind of scienfitic code is clearly intended to be compiled from the command strings. This is a test suite, so randomly trying randomly is NOT a good idea.
You must use mingw + msys to install it: mingw will provide you with compilers (gcc, etc.), and msys will provide a shell for the make file to run correctly. Unlike another poster, I would advise you not to use gcc 2 - I do not see any point in this. I usually use gcc 3 (and even 4) for Windows to create scientific code, it works well when the code is unix-like (which is the standard platform for this type of code).
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