This never has anything to do with the contents of the .c file and always to do with the location or name of the file.
It's a common error for new programmers. When you run the command
make caesar, the compiler is going to attempt to create an executable file called
caesar. It will look for a file called
caesar.c in the current directory. Unfortunately, the .c file doesn't exist, so there's nothing to be done.
It looks like you have stored the source code in a file called
caesar. If you rename it to
caesar.c, you should be able to run the compiler. Of course, that doesn't mean that it will compile successfully. There may be source code errors, but that's for another question. ;-)
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