Passing through the compiler means to compile the code. g_wolfman is referring C and C++ include-file angle-bracket syntax, and how to explicitly tell the compiler where the system (angle-bracket) includes are actually located in the file system, if the files involved are not in the expected location.
To compile C and C++ code on OS X, ensure the command-line tools are enabled within Xcode.app > Preferences > Downloads > Components. This setting causes Xcode to create the traditional commands used to invoke the compilers and the linker, and these commands are what the shell scripts and configure scripts generally expect. Now run those build and configuration scripts again.
If those configuration scripts fail, then you will have to do some work porting gmp to OS X, figuring out what happened with the script. Alternatively, the homebrew tool — a package installer for OS X — can a previously-ported version, and it looks like homebrew does have a recipe for gmp.
Though it's probably a little late for this, it's also good practice to have a backup of your system before starting to work with an open-source configure script, as not all of the scripts will work or will work on OS X, and not all of the scripts will "play nice" with the file system and existing system tools and libraries. Files, libraries and header files can be overwritten by some configure scripts, and that can cause dependent software elsewhere in OS X to fail.