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c++ library problem


I am trying to create my own library with functions. I have created a .cpp file containing the functions, a .h containing the prototype of the function and another .cpp file calling the functions in the other .cpp file. I even recieved some examples form my lecturer which I know that the coding is right...but how do I compile it.
 
Please explain to me the exact process on how to compile these files. I am new to c++ so don't asume that I will understand. Please be as detailed as possible. I have been battling with this for so long.
 
Thanks
Alex

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