Use of the MPFR library with gawk
is an optional feature: if you have the MPFR and GMP libraries already installed
when you configure and build gawk,
gawk automatically will be able to use them.
You can install these libraries from source code by fetching them
from the GNU distribution site at ftp.gnu.org.
Most modern systems provide package managers which save you the trouble of building from source. They fetch and install the library header files and binaries for you. You will need to research how to do this for your particular system.