I’m guessing you are using Linux. You really should have googled …
A shell script is some executable text file, usually starting with
#!/bin/sh which contain shell commands (perhaps shell builtins like
cd). Read e.g. the advanced bash scripting guide for more.
A Makefile is the default configuration file for
make. GNU make has a nice documentation which you should read.
ANT is another builder program (a bit like
make, more focused for Java application).
There are many other builder programs, you may want to consider omake instead of
ant (but ask your teacher first).