You are, apparently, trying to run before you’ve even learned to crawl.
You really need to stop now, and go back to basics!
Set this project aside for a while, and start by studying the following documents:
“Getting Started with Open-AT” Tells you how to install all the tools;
The “Tutorial for Open AT” walks you through the Hello_World project;
The “Tools Manual for Open AT” gives more detailed description of the tools - including how to build and download applications;
Then spend some time experimenting with the provided sample projects.
Then, once you are familiar with the basics of the process and with Open-AT, you can go back to your project…
The process is known as Building your project.
It involves the usual steps of building any software project - Compiling, Linking, etc - and includes the conversion of the Linker output into the DWL format.
You are familiar with the usual steps of building any software project, aren’t you…?