There are two different solutions to your problem.
1. Texmaker sessions
Define the master document, then choose "File" / "Save session" from the menu. In the future, when starting Texmaker, open the saved session instead of your tex file.
2. Package "subfiles"
The subfiles package provides an interesting solution which is independent from Texmaker.
In your main document
mymaindoc.tex, you simply use the package:
and you replace all
\include statements with:
In your sub document
subdoc.tex, you add a small document prefix and suffix, pointing to your main document:
% ... original content of subdoc.tex ...
That's it. Now, you can compile
mymaindoc.tex as well as
With "master document", compilation from a sub document will rebuild the whole document, while the "subfiles" package will only generate the relevant part of your sub document. So "subfiles" is usually faster at the expense of being somewhat inexact.