When you are working with larger programs it is customary to have one source file with a main program and the rest (there can be many source files) are called from main. Then you need a build strategy. You can write a script file that compiles each of your source files and then links them all together. Unfortunately this can lead to long build times, so professional programmers use of make files which rebuild only the files that change. As a further refinement, you can organize groups of sources into libraries and build the libraries separately and then link them with your remaining compiled source files.
Try looking up gmake (for linux) to see how to build larger projects. I guess you are using Microsoft VC++, in which case compiled files have .obj extensions and libraries .lib extensions. Microsoft have there own way of building libraries which is slighly more complicated than using gmake.
When you look further you'll come across shared libraries (dynamic link libraries on windows - DLLs).