But I don’t know which binary/hex/elf/other files I should flash and if there is any order to do this. Additionally, is there a way to get one giant file to flash, which includes all these things somehow?
If you have dfu-util installed you can flash them locally by putting the device in DFU mode and adding program-dfu to your make command line. Please see the build docs in the firmware repo which discusses this.
The .o and .d files are intermediate files. The bin file is produced - the location of the binary is printed near the end of the build output, along with memory sizes.
once you have done a make build you can then do make dfu and see the blinking yellow, followed by make flash. Apparently 14400 baud rate puts the photon in dfu mode.