> I don't have an entry function to my software
You must have one, obviously, or the program wouldn't make any sense.
By default in CW, the entry function is main() for C programs. If you write assembler you must use the INIT syntax as you describe. Alternatively you can also define one of your own by writing your own reset ISR if you wish.
> so that I set INIT to entry in my prm file, where entry is an empty function.
Why would you use an empty function for? Don't you want your program to do anything?
NAMES... END shouldn't be necessary. If you want to force linking of your functions or variables, their names should be placed inside ENTRIES... END.