The current readme file explains to use the "make" command to install, BUT, it seems like the complete instructions should be:
1. > make extensions
2. > make
There we have glew installed ! Without making extensions first, make is unable to do its job.
Oh, I forgot, you should also precise :
3. > make install
Even if that seems obvious.
https://github.com/nigels-com/glew/commit/b9be4b6c9915420b0d2ecc3c20151402c7c1af18