TFEL-3.4.0 does not exist yet. It is the name of the future version.
For the mgis.fenics, you have to take the current development version, callled 3.4.0-dev.
You can get it on github as follows:
git clone https://github.com/thelfer/tfel
Then, you can compile it with the same commands that you used for compiling TFEL-3.3 (cmake, make, make install)