tar xvzf improv-2.2.6.tar.gz
make libraryinside of the improv directory. This will compile the source files and make the static library file improv/lib/libimprov.a
You can now compile the example programs and your own programs using the Improv library. See the How to for compiling programs using the Improv library.
If you are interested, here is the makefile for compiling the Improv library: Makefile.library.