Best way to link classes ?

Hey guys , I usually when I try to write something , I first think of a problem then try to solve it step by step , the best way I found is to take it one by one , for example I want something in the problem to a thing , I take it alone and write it as a stand alone project , usually I need the user to enter something and that usually happens in the main function , so after finishing all the projects , and taking the interface and implementation and include the header in the main project that will consist of all the headers , what's the best way to copy everything from the projects that I worked on to solve things one by one.

I hope you guys understood what I'm trying to say , sorry English isn't my main.

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