Have a look at qwt.pro project file. It is prepared for building dynamic libraries in Win32 and Unix/X11 environments. If you don't know what to do with it, read Trolltechs tmake/qmake documentation. Once you have build the library you have to install all files from the lib and include directories.
On RPM based systems you can adjust qwt.spec and build your own RPM package. Read the comments in qwt.spec for the details.
Qwt 0.4.x is known to work Qt 2.3.x and Qt 3.0.x.