I can't imagine why you wanted a system without any package management, but you can manually copy everything that a package would otherwise put on your system.
This really would be a last resort though, I would seriously consider getting yum on there first.
You can get the rpm package for make by searching on pbone and then run this command to extract the contents
rpm2cpio package.rpm | cpio -dimv
I'm not sure how you would then determine where everything goes though. If it was a .deb, Gdebi will show you the target locations.
UPDATE: OK, if you are starting with a virtual appliance that explains a lot. I would still try and get yum on there first if you can though. Or else just don't start with a virtual appliance :)
Here is a detailed guide to installing yum on a Centos box, for exactly the situation you are in:
