bsnes-plus (or bsnes+) is a fork of bsnes (based on bsnes-classic) intended to introduce some new features and improvements, mostly aimed at debugging.
As there is no configure step, make sure necessary Qt4/X11 packages are installed. On a Debian/Ubuntu system, it would require a command like:
apt-get install libqt4-dev libqt4-dev-bin libxv-dev libsdl1.2-dev libao-dev libopenal-dev g++
Afterwards, run make and if everything works out correctly you will find the output binary in the out/ directory.
The snesfilter, snesreader, and supergameboy plugins can all be built by running make (or mingw32-make) after you've configured your environment to build bsnes itself. After building, just copy the .dll, .so, or .dylib files into the same directory as bsnes itself.