Compiling header files for C++ using VSCode Code Runner

I am using VSCode and the code runner extension to try to run a simple c++ project with include files.

The project is made of a main.cpp:

#include <iostream>
#include <time.h>
#include "cval.hpp"

using namespace std;

int main(void)
{


    putHello();

    return 0;
}

A hello.hpp header file:

#ifndef CVAL_H
#define CVAL_H
void putHello(void);

#endif

And the hello.cpp:

#include <iostream>

using namespace std;

void putHello(void){
  cout<<"Hello"<<endl;
}

If I define putHello() in main.cpp, the code compiles. If I include #include cval.cpp the code compiles.

However, when I only include the cval.hpp header and use the Code runner extension, I get the following error:

  Undefined symbols for architecture x86_64:
  "putHello()", referenced from:
      _main in main-a07db2.o
ld: symbol(s) not found for architecture x86_64
clang: error: linker command failed with exit code 1 (use -v to see invocation)

I understand this is a problem that I am not compiling cval.cpp so the linker cannot find it and link it properly. However, is there a way to get VSCode to automatically compile files that were included in headers?

I don't want to have to specify it all the time or have to include the .cpp files, and it is able to include these files with out a problem in my C code projects.