Extern Storage Class - Undefined reference to functions and variables

My code is supposed to work, I have checked for missing parenthesis and semicolon. And I also copied the code directly when watching a tutorial on Youtube. Still, I was not able to get it to work.

Main class

#include <iostream>
#include "Another.h"

extern void myFunction(); // Initializing function from another class using extern keyword
int main()
{
    myFunction(); // calling the function
}

Another.h

#ifndef ANOTHER_H
#define ANOTHER_H

class Another
{

 public:
    void myFunction(); //Function prototype

};

#endif

Another.cpp

#include "Another.h"
#include <iostream>

void Another::myFunction() // Function body
{
    std::cout << "This is a function from another source file." <<std::endl;
}

The error it is giving me is "undefined reference to myFunction()". Is it my compiler?