I'm not sure if I know what you are asking, but individual programs will have their own makefile, called either makefile or Makefile. When run, they basically compile the programs their meant to compile in the way the programmer(s) meant for it to be. The unix make proram is designed to manage large multifile projects by keeping track of any changes that are made in the source files. It allows you to modify and recompile on source file without having to recompile the entire program.
Registered Linux User #371168
+Fedora Core 3 - k2.6.10-1.766_FC3