The ".o" files are probably intermediate files from which the actual executable program should be created.
The ".d" files are probably the internal state used by the makefile, only important if you make changes to the source code and then rebuild it in stages.
If after running make you only have these files, but not an executable file, then the most likely explanation is that make detected an error while creating the executable file. If so, then the last few lines of output generated by make should tell you more.
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