I am on Mac OS X using codeblocks 10.05
I downloaded Valgrind, and extracted a folder. I am completely lost from there, and have no idea how to build it.
I do no
You can install it through brew for Mac:
brew install valgrind
You might have to manually link the entry to /usr/local/bin
as brew refused to do it in my case:
$ ln /usr/local/Cellar/valgrind/3.8.1/bin/vgdb /usr/local/bin/vgdb
ln: /usr/local/bin/vgdb: Permission denied
$ sudo ln /usr/local/Cellar/valgrind/3.8.1/bin/vgdb /usr/local/bin/vgdb