Doing the same configure, make, and make install for all dependencies (ThirdParty-ASL, ThirdParty-HSL or ThirdParty-Mumps) and then for Ipopt should suffice. Ipopt should pick up the installed dependencies automatically. make test should report that tests were successful and make install should report no error. There are examples included with Ipopt, which one should be able to compile and run after Ipopt has been installed.