I sometimes compile programs manually using "make" tool. In Gentoo is /etc/make.conf file where I can write some options for compile (MAKEOPTS="-j2" etc.). In Arch it not work. Where can I create configure file to "make" tool?
Just an idea, you could create an alias
alias make='make -j2'
No doubt you have your reasons, but this is Arch, so it would be preferable to use ABS (Arch Build System) to build Arch packages for whatever you need. You could then specify your required build options in /etc/makepkg.conf.