help with error msg

what does the "undefined reference to Rectangle::Rectangle()" mean.
I am trying to practice creating a simple header file to learn the ins and outs.
I watched a tutorial on line and built it the same way the video showed using the same IDE but I get the error msg

the program accessing using the header file
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  #include<iostream>
#include<cstdlib>
#include "Rectangle.h"
using namespace std;



int main()
{
    Rectangle rect;

    system("PAUSE");
    return 0;
}


the header file
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#ifndef RECTANGLE_H
#define RECTANGLE_H


class Rectangle
{
    public:
        Rectangle();

};

#endif // RECTANGLE_H


the cpp file for the header file
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#include "Rectangle.h"
#include<iostream>
#include<cstdlib>

using namespace std;

Rectangle::Rectangle()
{
    cout << "I am from the rectangle file " << endl;
}
How are you linking your files?
what do you mean. I am only on my third fourth month of coding and not sure what you mean. I have all three files in the same folder on my flash drive if that is what you mean. The tutorial didn't mention anything about linking them other than the files being stored in the same location. Any help you can give would be greatly appreciated kooth
I have fixed the problem by going to setting>complier> and then linked the files from my flash drive to the prgm. Thanks for seeding the thought of linking the files kooth
You're welcome, and good luck!
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