LNK2019 error when calling constructor of a class object

Question

I keep getting a LNK2019 linker error but cannot figure out how to fix it.

1>LNK2019.obj : error LNK2019: unresolved external symbol "public: __thiscall myClass::myClass(void)" (??0myClass@@QAE@XZ) referenced in function _wmain
1>LNK2019.obj : error LNK2019: unresolved external symbol "public: void __thiscall myClass::doSomething(void)" (?doSomething@myClass@@QAEXXZ) referenced in function _wmain

LNK2019.cpp:

The error doesn't happen when I change myClass a1 to myCalss a1(), but when I do I can't call a1.doSomething() as it expects the expression to have a class type?

#include "stdafx.h"
#include "myClass.h"
int _tmain(int argc, _TCHAR* argv[])
{
    myClass a1;
    a1.doSomething();
    return 0;
}

myClass.h

#pragma once
#include "example.h"
class myClass
{
    example memberExample;
public:
    myClass();
    void doSomething();
};

myClass.cpp

#include "myClass.h"
myClass::myClass() : memberExample(23, 67)
{
    // Do stuff
}

void myClass::doSomething()
{
    // Do stuff
}

example.h

#pragma once
class example
{
    int a, b;
public:
    example(int, int);
};

example.cpp

#include "example.h"
example::example(int x, int y)
{
    a = x;
    b = y;
}

I cannot make changes to example.h or example.cpp and the member functions of myClass need to be able to see memberExample.

Also it all seemed to work in a single .cpp file, from what I can tell the #include's are fine?

(Sorry if this question is really common, I tried Googling but didn't know what to search for)