how to make valgrind source...?
If you want to compile valgrind, you're not on the right forum. But if you want to use it, you need to give us more information i.e. what platform do you etc...
Windows 8 Enterprise
Qt 4.8.4 MinGW
Qt Creator 2.6.2
Then you're out of luck, Valgrind for windows is in pre-alpha stage according to the current project status