Take a look at the Build targets section of your project's properties dialog. The list of targets is on the left; you can add and remove targets from it. Each target's properties are displayed on the right. Rather than trying to make C::B track inter-target dependencies, you merely rearrange the order of the targets so the ones that are depended on come first. You can also create "Virtual Targets", which merely specify a subset of all the project's targets to be built.
Hope that helps,
John E. / TDM