You bring up an interesting point. Informally, however, people talk about making a recipe/cooking a recipe.
Interested in Language
I watch cookery shows on TV quite often and number of chefs talk about "cooking a recipe". I believe a recipe is a procedure for cooking a dish.
One can cook a dish. How can one cook a recipe?
So is the expression "cook a recipe" correct?
Technically, we follow a recipe to produce/cook/make a dish. However, as Mike said, you will hear a lot of people say they're cooking a recipe.
Remember - if you don't use correct capitalisation, punctuation and spacing, anything you write will be incorrect.