To build your project, make sure your hello_world project is selected in the Project Explorer view, then select Build all from the Eclipse* Project menu. See the Build results in the Console view.
**** Build of configuration Release for project hello_world ****
make -k all
Building file: ../main.c
Invoking: Compiler
icc -MMD -MP -MF"main.d" -MT"main.d" -c -o "main.o" "../main.c"
Finished building: ../main.c
Building target: hello_world
Invoking: Linker
icc -o"hello_world" ./main.o
Finished building target: hello_world
Build complete for project hello_world