How to write loop in a Makefile?

The following will do it if, as I assume by your use of ./a.out, you’re on a UNIX-type platform.

for number in 1 2 3 4 ; do \
    ./a.out $$number ; \
done

Test as follows:

target:
    for number in 1 2 3 4 ; do \
        echo $$number ; \
    done

produces:

1
2
3
4

For bigger ranges, use:

target:
    number=1 ; while [[ $$number -le 10 ]] ; do \
        echo $$number ; \
        ((number = number + 1)) ; \
    done

This outputs 1 through 10 inclusive, just change the while terminating condition from 10 to 1000 for a much larger range as indicated in your comment.

Nested loops can be done thus:

target:
    num1=1 ; while [[ $$num1 -le 4 ]] ; do \
        num2=1 ; while [[ $$num2 -le 3 ]] ; do \
            echo $$num1 $$num2 ; \
            ((num2 = num2 + 1)) ; \
        done ; \
        ((num1 = num1 + 1)) ; \
    done

producing:

1 1
1 2
1 3
2 1
2 2
2 3
3 1
3 2
3 3
4 1
4 2
4 3