how to install gmp?

[selenium]

i am trying to install gmp through the instruction showed in this page
http://www.cs.nyu.edu/exact/core/gmp/

first i download the gmp-dynamic-cygwin-4.1.tar.gz ...not sure if this is the right choice.

then i copy and paste it into c:cygwin folder

then i followed the 3 steps, and this is what i see in my cygwin terminal:

$ tar xzvf ${gmp_download}/gmp-dynamic-cygwin-4.1.tar.gz
gmp/
gmp/bin/
gmp/bin/cyggmp-3.dll
gmp/include/
gmp/include/gmp.h
gmp/info/
gmp/info/dir
gmp/info/gmp.info
gmp/info/gmp.info-1
gmp/info/gmp.info-2
gmp/info/gmp.info-3
gmp/info/gmp.info-4
gmp/info/gmp.info-5
gmp/info/gmp.info-6
gmp/info/gmp.info-7
gmp/info/gmp.info-8
gmp/lib/
gmp/lib/libgmp.dll.a
gmp/lib/libgmp.la

then i proceed into step 4 but when i try to run this line:
./configure --prefix=${gmp_install}

error report of 'no such file or directory'

and now i am completely clueless...

[Smac89]

make sure there is a file called configure.exe in the directory you are running this command in. You might have to 'cd' to the directory you installed the library at and try running the command from there

[selenium]

I did cd to the cygwin folder and also where i put my gmp....gz, but i don't see any file call configure.exe either in my cygwin or in the gmp.

[selenium]

When i just use #include "....path to gmp.h", it works. So what is the different between direct including and install via cygwin?