How do I compile or "make" a program in Linux?

I am new to linux and don't know much about it. I installed a distro to my computer. I don't know how compile or "make" (I guess that's what they call it) a program in linux.

                                                       Thanks for your help,
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First, make sure your distro installed the developer tools (compilers, linkers, make program, etc).
Run the command 'which gcc' to see if the compiler is installed.  Make sure that the directory
/user/include exists and contains dozens of files and subdirectories.  [ I have seen recent posts
where the compiler was installed, but the header files were missing.]  If the developer tools  
are not installed correctly, reinstall them from distribution media.

Once they are installed properly, you can follow these tutorials to learn how to use the compiler
and make.

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