Presumed is that all files in pub/arg/djgpp were transferred 
to directory c:\download

Then do this from a CMD Window:

mkdir c:\djgpp
copy c:\download\*.* c:\djgpp
c:
cd \djgpp
unzip32.exe *.zip  (reply yes to overwrite requests)
erase *.zip
move rm.exe cp.exe bin
move gppsetup.bat bin
cd bin
cp cpp.exe g++.exe


If these instructions are followed, then one can compile using
Linux makefiles as follows:

Open a CMD Window then do the following:

c:\djgpp\bin\gppsetup.bat
make

To test, download pub/arg/libscl, cd to libscl/gpp, do the above, 
type make.  This will build libscl.a within gpp.