If a special initialization command (the execution build command) has been given for the project, then Wolfram Language source files are not loaded automatically when the Wolfram Engine is launched. This is described in the initialization section.
If no initial evaluation has been set, Wolfram Language source files are loaded automatically when Wolfram Language 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 the Wolfram Engine. 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 Wolfram Language path will be considered for loading. As described in the Wolfram Language path section, by default, this is the root of the project (so all source files are considered). However, if the Wolfram Language source path set by the Wolfram Language 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 Wolfram notebook.