Use xmkmf if it works on your system to create Makefile.  If it fails,
a command line that builds xmccd without using the Makefile is one such as
 
 gcc -o xmccd -O2 -fno-strength-reduce   -L./sbig   -L/usr/X11R6/lib xmccd.o -lXm -lXt -lSM -lICE -lXext -lX11 -lsbigudrv4.0   -lm

You may need to change the library paths (-L flag) for the installation
on your system.  This one works for Slackware 10.1 with the sbig libraries
in a subdirectory of the source for XmCCD.