I'm reading the same book: C++ GUI Programming with QT4. Note it's freely available for download.
Just helping the next guy, since I came across this because I was stuck too. Starting with the one sample file hello.cpp in the book, there are three commands necessary:
qmake -project (makes the hello.pro file)
qmake hello.pro (makes the makefile file and output dirs)
make (builds the exe file and puts in .\debug)
Below is the output from my Windows command shell window to follow along.
C:\save\code\QT\hello>qmake -project
C:\save\code\QT\hello>qmake hello.pro
C:\save\code\QT\hello>make
mingw32-make -f Makefile.Debug
mingw32-make[1]: Entering directory `C:/save/code/QT/hello'
g++ -c -g -frtti -fexceptions -mthreads -Wall -DUNICODE -DQT_LARGEFILE_SUPPORT -
DQT_DLL -DQT_GUI_LIB -DQT_CORE_LIB -DQT_THREAD_SUPPORT -DQT_NEEDS_QMAIN -I"..\..
\..\..\Qt\4.4.3\include\QtCore" -I"..\..\..\..\Qt\4.4.3\include\QtCore" -I"..\..
\..\..\Qt\4.4.3\include\QtGui" -I"..\..\..\..\Qt\4.4.3\include\QtGui" -I"..\..\.
.\..\Qt\4.4.3\include" -I"." -I"c:\Qt\4.4.3\include\ActiveQt" -I"debug" -I"." -I
"..\..\..\..\Qt\4.4.3\mkspecs\win32-g++" -o debug\hello.o hello.cpp
g++ -enable-stdcall-fixup -Wl,-enable-auto-import -Wl,-enable-runtime-pseudo-rel
oc -mthreads -Wl -Wl,-subsystem,windows -o debug\hello.exe debug/hello.o -L"c:\
Qt\4.4.3\lib" -lmingw32 -lqtmaind -lQtGuid4 -lQtCored4
mingw32-make[1]: Leaving directory `C:/save/code/QT/hello'
C:\save\code\QT\hello>dir .\debug
Volume in drive C has no label.
Volume Serial Number is 4855-0A59
Directory of C:\save\code\QT\hello\debug
10/04/2008 03:11 PM <DIR> .
10/04/2008 03:11 PM <DIR> ..
10/04/2008 03:11 PM 1,561,390 hello.exe
10/04/2008 03:11 PM 461,938 hello.o
2 File(s) 2,023,328 bytes
2 Dir(s) 13,894,422,528 bytes free
C:\save\code\QT\hello>
Five years ago the OP's problem was that the PRO file was self-referential. The first time qmake ran it generated a Makefile for the subdirs template and then recursed into each subdir and repeated the process. Problem was that the 'subdir' referred tot the same PRO file again. Eventually this would terminate, leaving the multitude of Makefiles described. Running make at that time would look to see if qmake needed to be run, decide it did not, and produce the nothing to do message. At no time did the OP's PRO file include the C++ sources... Jacek, jpn and dangdude all showed what was wrong.
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