Please see also ftp://ftp.ebi.ac.uk/pub/software/clustalw2/README

HOWTO COMPILE THE SOURCE AND INSTALL
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You will need a Unix environment with a working C++ compiler  and the
Qt developer kit (>=version 4.3) to compile the ClustalX source.

For compilation under Windows you will also need to install mingw and
cygwin.

Type
$ qmake
and then
$ make
This will create the clustalX binary.


HOWTO INSTALL AFTER COMPILATION
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Put colprot.xml, coldna.xml, colprint.xml, clustalx.hlp and
clustalX[.exe] into one folder. Add a link to the binary to your Desktop for
example.

On Linux you can use the installer script.