Technically, c++ doesn't have interfaces. However, one can "create" interfaces by way of multiple inheritance (or single inheritance if your class is a "base" class and doesn't need to inherit from multiple classes). Where your "interface" lives is entirely up to you. But if you plan on using a class as an interface (without any actual implementation because technically an interface doesn't have an implementation until the functions are defined in a subclass), I would put it in it's own header file and declare each function pure virtual:
class IStateManager
{
public:
virtual ~IStateManager() {}
virtual void SomeMethod() = 0;
virtual void AnotherMethod() = 0;
};
class TheState : public IStateManager, public SomeOtherParentClass
{
virtual void SomeMethod(); // Defined in this class
virtual void AnotherMethod(); // Also defined in this class
//..
};
If you are defining some implementation in a .cpp for the IStateManager
class, then you really have more of an abstract class and not an interface.
So in conclusion what I'm saying is: Any implementation of an "interface" should be defined in the .cpp file of its implementing class. And if you plan on using the interface in multiple files, I would create a separate .h file for it.