To build, run ./mkbuildtree and then

make -C /path/to/kernel/source M=$PWD modules

You get four modules, xen-platform-pci.ko, xenbus.ko, xen-vbd.ko, and
xen-vnif.ko.  Load xen-platform-pci first, then xenbus, and then
whichever of xen-vbd and xen-vnif you happen to need.