MPIR installation help

Hello
I am trying to install MPIR on my computer for the past 2 days.
I am using windows7 + codeblocks + minGW.

I downloaded MPIR 2.6.0 from their site and extracted it.

It contains some folders and header files, which I'm not sure where to put.

I googled it, and found that I need to do something like

.\configure
make
make install
make check

I gather that this has something to do with the command line, but beyond this, I have no idea.

There are about 10 folders in it -

cxx
doc
fft
mpf
mpn
mpq
etc..


There are some header files also -

mpirxx.h
errno.c
assert.c
etc...

I do not know what to do next.

My mingw is in C:\MinGW

It has folders called include and lib.
Should I paste the mpir contents in those?

Please tell me what to do next. I've tried all the links in the first 3 pages of google search, and can't undesrtand anything.
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