use $(CURDIR) instead of "..\..\.." because the later does not allow to use
options as --with-zlib=../zlib-1.2.3.  It seems there is no common way
to learn the current directory in Win32 make's: although nmake has MAKEDIR
variable, nevertheless Borland make's MAKEDIR is the directory where make
is installed, and OpenWatcom wmake has no MAKEDIR at all.