Make is part of the devTools and the dev tools are an optional part of a linux installation.
There are various builds of linux available for Galileo, some with dev tools and some without.
For me, I followed the instructions at Intel's IoT website and build a version of linux with dev tools included.
You can download an image to burn to SD Card from my blog here.
You can read my post on the build instructions here.
Inte;s original IoT Application Developers Toolkit page has since been removed, where I got the build instructions from, but the link to the instructions still works here. That might not be the latest linux build available. There is a lot of chat on the forum about various linux builds and to be honest I find it very difficult to follow them and know what's what. Maybe someone will post a summary of them all.
Like I said, that particular version may not be the latest, but it's the one I use in my day to day Galileo work and I have found it to be very stable and has all the features I need.