Build VCF for exons

[Effect]

I have long reads for human exome and also I have reference exome. This reference isn't a whole human genome but only a collection of exons, totally about 400000 sequences.
So reference file looks like:

>ENSG00000187_DAZ3_chrY_26920497-26920568_exon
AAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAA
>ENSG00000187_DAZ3_chrY_26930284-26930355_exon
CCCCCCCCCCCCCCCCCCCCCCCCCCCCCCCCCCCCCCCCCCCCCCCCCCCCCC
>ENSG00000187_DAZ3_chrY_26932661-26932732_exon
GGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGGG

I want to build VCF file for my reads and this reference.
I wonder is it possible to work with such multi-sequence reference? Or should I megre sequences from one chromosome together and then work with this file?

I've tried use bwa for build .bam file at first stage and faced to the trouble I can't browse the result .bam file. Samtools -tview shows me only first sequence of reference and then put NNNNN letters. Integrative Genomics Viewer also shows me nothing for my .bam file.

[swbarnes2]

I think you want to be aligning to genome, not a bunch of exonic sequence. You did some kind of exon capture? I which case, you'll have contaminating genomic DNA, and you want that to align to where it belongs. Also, you likely have some reads that hang off of the end of the exon, and those won't align to the right exon without enough flanking genomic sequence.

[Effect]

Thank you, for whole genome sequence it works good.