How to install GNU make in Windows 7?

Don't bother doing that. Just install MinGW, specifically MSYS.

You can find a standalone make.exe on this page:

http://www.equation.com/servlet/equation.cmd?fa=make

• Standalone executable, no DLL dependency.
• Up-to-date (contrarily to the build by GnuWin project, which seems abandoned).
• A 64-bit build is even offered.

Full credits go to the people of equation.com. Thanks to them :-)

Nowadays GNU Make (DL) comes with build_w32.bat and even sln (Visual Studio solution) files.