This button opens a dialog box prompting you for a make command. The command in the dialog when it opens is:
pure_run make a.out
where a.out is the name of the Purify'd executable. The script pure_run runs the command line in a suitable xterm or hpterm. You can add to or modify the make command, or press OK to run it as given.
You can further customize the make command by copying the pure_run script from the Purify installation directory and modifying it. Set $PATH to point to the modified version.