Try starting again and explicitly selecting a Console project.
(As an aside, this is why I always advise against newcomers starting with an IDE. People end up having to learn how to use the IDE and what all the buttons do and all the whacky Microsoft oddities, instead of being able to just concentrate on programming.)
Thomas1965's advice applies throughout your program, you need two types.
The following aren't related to your problem:
Was there a particular need to nest the Error class? You could achieve the same thing with namespaces. Ideally ones own code should go in it's own namespace, rather than the global namespace.
Templates really need to be in header file/s.
Also consider using constructor/s, rather than a set_values function.
Scott Meyers advises to always use typename instead of class, for the template parameters. They are supposed to be equivalent there, but apparently there are situations where they are not.