It is recommended to create the binary tree ("build tree") apart from the source tree. To do so, 
create a new directory, for example, /home/hommer/MRPT-bin/, go to that directory, and execute:

 ccmake <ROOT_TO_MRPT_SOURCE_ROOT>

Fill out and change the parameters as required and then select 'g' to generate the Makefiles 
along the build tree.

Also, see the general instructions: 
 http://www.mrpt.org/Building_and_Installing_Instructions  
 

JLBC 
