The textmode IDE has no project concept where a list of files is kept, OR any external build system.
Basically the autobuild capability of the compiler (that is built-in) is utilized, so pressing compile or build on the mainmodule(program) will compile the whole lot.
The main module can be set in compiler->primary file, so that compile will also work from non main modules.
However it is possible to have local IDE settings (primary file, directories, defines), by copying all fp.(cfg|dsk|ini) files from the FPC directory to your project dir, and then customizing them (from within the IDE).
One could regard the combination of a set of config files + a directory for the mainmodule as a project or solution.