You need to install Emscripten from https://emscripten.org/docs/getting_started/downloads.html, and have the environment variables set, as described in https://emscripten.org/docs/getting_started/downloads.html#installation-instructions
Depending on your configuration, in Windows you may need to run emsdk/emsdk_env.bat in your console to access the Emscripten command-line tools.
Then build using make while in the example_emscripten_wgpu/ directory.
Requires Emscripten 2.0.10 (December 2020) due to GLFW adaptations