To run configure, type:

$ ./configure <options>

This could look like:

$ ./configure

or

$ ./configure --prefix=/usr --mandir=/usr/share/man --infodir=/usr/share/info --with-threads

The options you need will depend on the particular package you're configuring. When you run configure, it will spend a minute or two detecting what particular features or tools are available on your system, printing out the results of its various configuration checks as it goes.