you should have done " make install-config" that will put the "/etc" folder in there with the sample scripts.
From there I would edit the minimal.cfg file to get you going.
Ther are other files that need editing but you should read the doc's "They do help"
Oh and you SHOULD run ./usr/local/nagios/bin/./nagios -v /user/local/nagios/minimal.cfg when you have configured stuff.
That will help you a lot!!