In case anyone hasn't noticed yet...
A binary distribution of SQL Relay is now available alongside the source distribution.
SQL Relay has lots of dependencies, and building it from source can be a good bit of work. Now, for a couple of bucks, you can now download pre-built RPMs for Fedora, CentOS and OpenSUSE systems.
The distro comes with a README detailing how to install the RPMs. Source code is included as well, for good measure.
The CentOS binaries were built on CentOS, but ought to run on any RHEL derivative, including RHEL proper, CentOS, Scientific Linux, and other distros.
Binaries aren't available for Windows yet, but they will be in the next release.