Setting up kdtree for use is extremely easy. There are two ways to use this library: you can either "properly" install it in the system, or you can just build the kdtree source files along with your program, since the library is very small.
Just run: ./configure, make, and make
install (the last one should be executed as root if you are installing the
library system-wide).
Run ./configure --help for configuration options. The most important
options are --prefix=<installation path prefix>, and
--disable-fastalloc to disable the fast result node allocator, which
depends on pthreads for locking.
Just copy kdtree.c and kdtree.h files and build them along
with your program. Make sure you have USE_LIST_NODE_ALLOCATOR
defined when compiling kdtree.c if you want the fast result node
allocator. If you do so, remember to link with libpthread too.
Of course you need to keep the copyright notices intact if you merge the kdtree source files with your program in any way.