How can I use that specific Terminal command?

Everywhere I looked up for using that "./configure" Command but I hadn't found anywhere. I'm using a Mac with Lion (OSX 10.7). I would like to build my own Wine-Version and configure my Compiler before I do.

Everytime when I type

Code:
./command CPPFLAGS( and so on )

 in my Terminal, it just responds


Code:
-bash: ./configure: No such file or directory



I don't the mistake and need help. So anyone knows how to use the Terminal Command "./configure" on MacOSX? Do I have to apply a command before or get into X11 or whatever?

Thank you very much!