Set your fortran compiler and the version family of Cuba in the
makefile, and execute make.

If your compiler does not accept "cd"-functions, like "cdlog" and
"cdsqrt", then choose "CDFUN = no" in the makefile.

Now, you have the library available, and you can have a look at
the example in the directory "example".

Have a look at the file "src/avh_oni_hello.f" for information about
the use of the program.