Assuming your system is a fairly standard Unix, you can quickly build/test
GP in the following way:

a) ./Configure  ( --prefix=/exotic/dir/name if desired. Default is /usr/local. )
b) make all, make bench
c) make install, if desired
d) copy misc/gprc.dft to /etc/gprc [sitewide] or $HOME/.gprc [personal]

Documentation can be found in directory doc.  Compile and read doc/INSTALL.tex
(e.g cd doc; tex INSTALL; xdvi INSTALL) for detailed installation instructions.

P.S: Useful optional packages can be downloaded separately

  http://pari.math.u-bordeaux.fr/packages.html

in particular

  elldata: Cremona's Elliptic Curve Data, needed by ellsearch and ellidentify; 
  galdata: needed by polgalois to compute Galois group in degrees 8 through 11; 
  galpol: a database of Galois polynomials for galoisgetpol
  seadata: allow ellcard(E) for large finite fields.
