Makefile for a small JNI project
CFLAGS conventionally control the compilation. Linking options, that is

-nostartfiles -shared -ldl


are better be separated into LDFLAGS.
-Werror is always a good idea. You don't want your users to run potentially incorrect code, do you?
I recommend to make $(OUT) directory automatically.

$(OUTFILES): | $(OUT)
$(OUT):
    mkdir $(OUT)


See order-only dependencies for details.
JNI_AUTO_HEADER is a build artifact, and yes make is responsible for it. I see no reason for confusion.
As for #include "bld/com_daftdroid_droidlib_bind_ClientBind.h", consider adding 

-include $(JNI_AUTO_HEADER)


to CFLAGS, or passing it via -D option (see this discussion for details)
I don't know the correct way to figure out Java include paths; maybe java.home is a good place to start? You'd need a small Java app to print it though.