a.go

package a

func Function() {
}

errors

$ make
6g -o _go_.6 example.go a.go 
example.go:3: fatal error: can't find import: ./a
make: *** [_go_.6] Error 1

example.go

package main

import "./a"

func main() {
    a.Function();
}

Makefile

include $(GOROOT)/src/Make.$(GOARCH)

TARG=example
GOFILES=\
        example.go\
        a.go\

include $(GOROOT)/src/Make.cmd