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Installing preview-latex should be simple: merely
./configure, make, and make install
for a
standard site-wide installation (most other installations can be done by
specifying a --prefix=... option). This does not yet
activate the package, but merely makes it available. See Loading the package for the activation. Note that unlike most emacs add-ins,
preview-latex consists of a TeX part and an Emacs part (that uses
AUCTeX). This makes configuration a bit trickier than normal.
Please read through this document fully before installing anything.