$ g++ -c Game.cpp `sdl-config --cflags`
$ g++ -c Player.cpp `sdl-config --cflags`
$ g++ -o Ixlore Game.o Player.o `sdl-config --libs` -lSDL_mixer -lSDL_ttf -lSDL_image
The first two commands invoke only the compiler part of the toolchain on each source file. The last part invokes the linker on the compiled object files.
This is more of a bash script than a makefile though. As Washu hints, you should perhaps do a bit more research into makefiles.