Well, for one you did not create a class by the name of Item, but that of Menu. Two, menu is not a function- it is the object. To call the function inside of the class, you must specify:
Of course nothing is happening, you're not telling the program to do anything. In order to actually get some printing done, you need to call "Menu::PrintNames( )". Of course, functions don't call themselves.
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int main ()
{
Item menu;
menu.PrintNames( ); // Here
// ...
}