If a special initialization command (the execution build command) has been given for the project, then Mathematica source files are not loaded automatically when Mathematica is launched. This is described in the initialization section.
If no initial evaluation has been set, Mathematica source files are loaded automatically when Mathematica is launched.
By default, all the source (.m) files in the project are loaded. To prevent this you can modify the properties of the notebook used to launch Mathematica. This is described in the section on notebook properties.
If you turn off loading of all files, you can turn on loading of an individual file by modifying its properties, as described in the section on source file properties.
It should be noted that only source files inside the Mathematica path will be considered for loading. As described in the Mathematica path section, by default, this is the root of the project (so all source files are considered). However, if the Mathematica source path set by the Mathematica path resources is modified, then only those files found in the modified path will be considered.
If you modify and save any source file that was automatically loaded when the launch was initialized, it will be loaded again.
You should note that if you do not load any source files automatically, you can still load them by executing commands inside the Mathematica notebook.