Non-file Makefile targets should have .PHONY

[engnadeau]

• See https://www.gnu.org/software/make/manual/html_node/Phony-Targets.html and https://stackoverflow.com/questions/2145590/what-is-the-purpose-of-phony-in-a-makefile for details
• Also, since .PHONY targets are cumulative, it's often cleaner to declare the phony next to the command, instead of a giant blob

[engnadeau]

@ggulgulia, we can synchronize our PRs (https://github.com/deepmind/mujoco/pull/26)

[ggulgulia]

Hi @nnadeau , thanks for the suggestion about .PHONY targets. I applied it as a commit

[saran-t]

If it's OK I'm going to hold off on merging this PR for a bit since we're currently investigating CMake.

[engnadeau]

@saran-t for sure; cmake will definitely add more power (and a little complexity).