For the simplest and quickest installation type,

make install

This will install Adun into $HOME/GNUstep. 
After starting Adun for the first time (type 'openapp UL') you can do the following to install the provided plugins, 

cd Adun-0.81/Plugins 
make

Once the plugins are installed you can also install the command line tools (these use certain plugins),

cd Adun-0.81/Tools/
make install

Thats it. For a more detailed install guide see cbbl.imim.es/Adun