I resolved this issue myself by downloading the TAR.GZ archive instead of the ZIP archive. These do not have the same files or file structure, and in fact looked “very different.” The ZIP archive did not have the “make” directory in the top of the subdirectory (there was a “make” directory buried down deep). And I did not ken from the User’s Guide that “make” was a directory and not a file. In any event, the build went well after a long series of cryptic messages.
Perhaps I made some error downloading the ZIP file, but I do not know how. In any event, this issue is fixed and now I only have issues figuring out Stan syntax (which is fine). In general, Windows users will download the ZIP file since the TAR.GZ ones need some program like 7zip to unpack, so this might be worth looking into. I tried downloading cmdstan-2.15.0.zip to see if this was just an issue with the latest version, but the download was too slow and terminated.