There are two kinds of Frodo distributions. Source distributions contain source code that has to be compiled on your system. Binary distributions (or packages) contain an executable that can be started directly.
Prerequisites:
You can compile and install Frodo in the usual way:
$ ./autogen.sh
$ make
$ sudo make install
The easiest way to build Frodo on macOS is to use Homebrew to get access to the necessary software packages.
Install the prerequisites using brew:
% brew install autoconf automake pkg-config sdl2 gtk+3
Now you can compile and install Frodo:
% ./autogen.sh
% make
% make install
Building Frodo for Windows requires the MSYS2 environment to get access to the necessary software packages.
After installation of MSYS2, start the MSYS2 environment and install the compiler and prerequisites using pacman:
$ pacman -S mingw-w64-ucrt-x86_64-gcc
$ pacman -S mingw-w64-ucrt-x86_64-autotools
$ pacman -S mingw-w64-ucrt-x86_64-SDL2
$ pacman -S mingw-w64-ucrt-x86_64-gtk3
Now you can compile and install Frodo:
$ ./autogen.sh
$ make
$ make install