Undefined reference to C++ code?

Question

I wrote this multiple file in c++ (just getting an integer as input and giving back the same number) and I placed all of them in the same directory. When I try to build the main.cpp with CodeBlocks I get the following error: In function 'main', undefined reference to 'grade::show(int)'. Does anyone know what could be the mistake in the code???

PS. It is exactly the same code that I find on my college book.

main.cpp

#include <iostream>
#include "grade.h"
using namespace std;

int main() {
int n1;
grade number;

cin >> n1;
cout << number.show(n1) << endl;
}

grade.h

#include <iostream>

class grade {
    public:
        int show(int);
};

grade.cpp

#include <iostream>
#include "grade.h"
using namespace std;

int grade::show(int n2) {
    return n2;
}