To compile Pindel you need three things: GNU Make and GCC (which usually are already installed on Linux) and htslib. The last is not installed on Linux by default, but it can be retrieved with:
git clone https://github.com/samtools/htslib
htslib needs to be built before you can start installing Pindel. (Go to htslib's directory, and follow the directions in its 'readme'. At the time of writing this (February 2016) it simply works if you give the commands "make" and "sudo make install".)
To compile Pindel on OS X, you may need to do more work - 'regular' installation under OS X may work, but in some cases OS X gives problems with the OpenMP library Pindel uses for speedup. In those cases, see the instructions in the FAQ, and please let us know if for whatever reason those do not work in your case.
If htslib has been cloned and installed, go to the pindel directory ([my-path]/pindel) and use the INSTALL script there in the following way:
./INSTALL [path-to-htslib]
for example
./INSTALL ../htslib
After this, you can run pindel by using
./pindel [options]
Plain "./pindel" without command line options will list all available command line options, the FAQ in the Pindel root directory includes a usage example.
If there are any problems with installing or running Pindel, you may be able to find the solution in the FAQ (the FAQ file stored in the same directory as the INSTALL script), otherwise, feel free to open an issue on github (https://github.com/genome/pindel/issues) or to contact the main author, Kai Ye, at kye@genome.wustl.edu