The following webpage provides a basic introduction to compilation scripts using Make.
CMake (by Kitware) is an open-source, cross-platform family of tools designed to build, test and package software. CMake is used to control the software compilation process using simple platform and compiler independent configuration files, and generate native makefiles and workspaces that can be used in the compiler environment of your choice. The suite of CMake tools were created by Kitware in response to the need for a powerful, cross-platform build environment for open-source projects such as ITK and VTK.
The software for CMake can be downloaded here.
The CMake website also has a nice tutorial which should get you started to build your first project.