My real question is why are you building and installing OpenLDAP 2.0.7 from source (which was released in 2000! and is really, really old) when you could just apt-get install the slapd and ldap-utils packages giving you up-to-date binary versions? The prebuilt packages are generally configured with the widest range of possible options, and the the Debian/Ubuntu package has the shell backend enabled as a module. If you really must build it yourself, I'd do it from the deb source package. I skimmed the guide and didn't see any real reason why you need to use a really old version of OpenLDAP and why it must be built from source.
There are a lot of Linux resources out there on the Internet that'll tell you to build stuff from source, but really that's because it's the lowest common denominator procedure that works on all Linux distros. It is almost always the hardest and least maintainable way to install software, though. Also, this guide seems to be quite old and telling you to install a version from eight years ago. You should use distro software packages when possible.
And now when we run the make command we get.
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make: *** No targets specified and no makefile found. Stop.
wtf148:~/openldap-2.0.7# make install
make: *** No rule to make target `install'. Stop.
Again, configure generates the Makefile only when it runs successfully. It exited with an error, so it won't have generated the Makefile. The error was:
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configure: error: select appropriate LDBM options or disable
apt-get install libgdbm-dev should add the LDBM dependency. I have a feeling after that is installed you will come across a variety of other library dependencies and you'll have to install them as well. apt-get build-dep slapd will give you all of the dependencies for building the Debian OpenLDAP package in one shot. I'd just use the binary package.