You need to include the ./ since it is a local script like ./configure. So its:
./autogen.sh ./configure make
.hc
autogen.sh is only present in a number of
cygwin/usr/share/doc/gettext/examples/....
It should be in the root of the Pd source, in pd/autogen.sh, not pd/src/autogen.sh. If its not there, then the source is not complete, and you can get it from git.
.hc
sorry hans,
it could be i'm completely blind, but it' s not in pd-0.43.1 test5, nor in the stable pd-0.43 download
rolf