When compiling a project, you must decide whether you want to compile only the open project files or all of the files in a project. Compiling all open files will only compile those files that are open in the project view (source files and auxiliary files). To do this, sellect "Project, Compile Open Project Files" or right click on the root of the project tree and select "Compile Open Project Files". You can also click on the "Compile All" button.
To compile all project files (source and auxiliary), even ones not currently open in DrJava, select "Project, Compile Project", or right click on the root of the project and click "Compile Project".
Note that all files in the External Files folder will not be compiled as part of the project--you must do this separately.
You can compile from the Project Menu:
Or from the Navigator Pane: