<s>I can't imagine why you wanted a system without any package management, but</s> 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][1] 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:**
- **[Adding Yum to CentOS 5][2]**
[1]: http://rpm.pbone.net/index.php3/stat/2/simple/2
[2]: http://eric.lubow.org/2008/misc/adding-yum-to-centos-5/