Compilation and Installation
From OpenSSLWiki
Get source code
http://www.openssl.org/source/
Compilation
once you untarred source ( or got it from a source control ) best is to look at README provided in it.
cat README
where you will understand that you have to read another file INSTALL :
cat INSTALL
Depending on your platform you will have to pick up the right INSTALL by example INSTALL.W64. Default is for Unix based systems.
Quick
./config make make test make install
If things go wrong you might want to get some information like BUILD FAQ
Platfom specific
Linux
Intel
ARM
Windows
W32
W64
Windows CE
Mac
More
VMS
OS/2
NetWare
5.x 6.x