Please see also ftp://ftp.ebi.ac.uk/pub/software/clustalw2/README
and http://www.clustal.org/

HOWTO COMPILE THE SOURCE AND INSTALL
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You will need a Unix environment with a working C++ compiler to
compile the ClustalW source. We recommened GCC>=4.2. ICC users
need to configure the package as follows:
./configure CXX=icpc

For compilation under Windows you will probably need to install
mingw and cygwin.

Type
$ ./configure
$ make
This will create a clustalw binary in the src directory.

To install the software type
$ make install
(might have to be executed as superuser)
or simply copy the clustalw binary to a directory of your choice.