Can I make something similar to a makefile for psql?
Write a bash script and pass those files as arguments to psql.

#!/bin/bash

set -e #abort on error

psql -v ON_ERROR_STOP=1 -f CREATE.sql
#...insert your scripts here
#...
psql -v ON_ERROR_STOP=1 -f DROP.sql


If you want the Makefile functionality (e.g. check modified dates of files and dependencies), just write a Makefile, and use the psql commands!