You are including "test.cpp" in "main.cpp" - this is most likely wrong, as Visual Studio will ALSO compile "test.cpp" as a separate file, and then link "test.obj" with "main.obj" (those are the files generated by the compiler) into "main.exe". When it then finds "g()" in both "test.obj" and "main.obj", it says "Huh? Why have you got two of these" (or, in linker terms "multiple defined symbols").
The solution is to have a "test.h" that declared void g();
and then use that to include into "main.cpp".