And I, respectfully, disagree. The
make install process
should copy that bzImage file and rename it properly. If it does not, then the question becomes, "why not?"
Distributions may vary. Your particular Makefile thinks that you're using LILO as your boot-loader, and it expects to find
/etc/lilo/install and it can't. So that's the root cause of your problem...
The
cause, but not the
solution!
It could be that... you intended to use LILO but haven't set it up right yet.
Or, you could be using GRUB and the Makefile is incorrect by trying to set up LILO. None of us can tell by what you've posted.
Carefully go back through your installation instructions and see if you can determine just how you specify whether you want to use the LILO boot-loader or GRUB. You didn't give us any details whatsoever about what distro you're trying to use, or anything of that sort.