By default CW classic is not using a makefile. IDE will build the application according to the project. Depending of the tool version, there is an option to generate a makefile (Under Project menu, Export Project as GNU Makefile), but is not your case.
You should create your own makefile, than create a project using External Build Wizard. Please take a look in CodeWarrior IDE 5.7 Windows User's Guide.pdf, External Build Support.
Adrian