Dynaman was split up into two different packages: Dynaman and Dynaman_data. Dynaman contains the source code while Dynaman_data contains image files and sounds needed by Dynaman. There also is a Dynaman_dll package for "Windows precompiled" users only.
For Windows users: The windows executable zip file contains a complete copy of the source code and a Dev-Cpp .dev file that was used to compile the executable. If you prefer that file type over Makefiles, check it out!
Download Dynaman and extract it. To extract .tar.bz2 files, tar should be called with the "xvfj" parameters (ie. tar xvfj dynaman-0.6.0.tar.bz2). This will create a "dynaman" directory. Now get the Dynaman_data pack and extract it inside the new dynaman folder. It won't create a new folder for you!
ChangeDir to "dynaman" and type "make" to start compiling. Information about required libraries is available in the INSTALL file.
To start the executable, type "./dynaman" - Dynaman will now start in fullscreen mode. Make sure to check the keyboard and sound settings in the setup menu!