Installing the site means copying the generated HTML to the main site and its mirrors. You of course have to have permission to do any of this; mostly that just means the Mailman project administrators. While most of the install steps rsync to remote locations, the GNU mirror requires a local CVS (!) checkout of the HTML files checked out to ~/projects/mailman-gnu. Have fun with that.
To install do:
$ make install$ cd ~/projects/mailman-gnu$ cvs commit -m'Update'