I suggest that Cristofer submit the information requested in the manual:
https://gmplib.org/manual/Reporting-Bugs
In particular, they should send
* The version of gmp they are using.
* The output produced by running './configure', when building gmp. They
should show
any options that they
Most likely you need to use the command
sudo make install
and you will be prompted to type in the password for "root" (also known as
the "superuser" or "administrator") -- "sudo" stands for "superuser do".
As it is, you probably do not have permission to create the directory
because you are