Um. Am I missing something? Or do I need to compile cgminer from source to install it?

I have been diligently RTFMing for compiling cgminer, but at the part where you first start to build the miner (after downloading and installing all the dependencies and source code and whatnot), I get the following error:

Now, when I first typed that command, I got an error saying something along the lines of: no such file exists. So, I went down to the "Optional - See Below" section mentioned in the WindowsBuild.txt file. I then followed those directions. I closed out the command line interface and opened it again, just in case. Tried the command adl.sh again, and got the above mentioned error.

Suggestions?