make.sh is included in the source release [0]. Download that, not the binary release. The binary release is only needed for either bootstrapping or for a compatible binary installation. (Evidently your glibc isn’t compatible with the binary release; building from source should be as easy as I suggest above.)
Once you install it, you can uninstall your system-provided SBCL.
Once you install it, you can uninstall your system-provided SBCL.
[0] It’s linked at the top of http://www.sbcl.org/platform-table.html