I tried to use a make file in code::blocks but I am doing it wrong. I have the version installed with the compilers included. http://sourceforge.net/projects/codeblocks/files/Bi
As paxdiablo said make -f pax.mk would execute the pax.mk makefile, if you directly execute it by typing ./pax.mk, then you would get syntax error.
Also you can just type make if your file name is makefile/Makefile.
Suppose you have two files named makefile and Makefile in the same directory then makefile is executed if make alone is given. You can even pass arguments to makefile.
Check out more about makefile at this Tutorial : Basic understanding of Makefile