Are binaries available?
MS Windows binaries are available at http://www.xemacs.org/Download/win32/ for the native versions of 21.4 and 21.1. Cygwin binaries are now available as part of the standard Cygwin installation process. XEmacs also comes pre-built as part of many Linux distributions, such as Red Hat and SuSE. Otherwise, you will need to build XEmacs yourself or get your system administrator to do it. Generally, this is not a difficult process under Unix and Mac OS X, as XEmacs has been tested under all of the common Unix versions and under Mac OS X and comes with an extensive configure script that is able to automatically detect most aspects of the configuration of your particular system.