Regarding Make installation for use in Windows

[I n y a n]

Hello Sir,

              I am trying to use make in combination with cygwin in Windows.
I downloaded the compressed file and used winrar to decompress it. After
this I am not able to find a way of using the make tool to run any makefile.
I would like to know if this is possible and if there are any instructions
to be followed.

Sincerely,
Iniyan