How do I compile a program with header file and a separate function file?

Question

I have three source files.

main.cpp

#include "myfunction.h"
#include <bits/stdc++.h>
using namespace std;

int n;

int main(){
    cin>>n;
    cout<<biggestdigit(n);
}

myfunction.h

#ifndef _MYFUNCTION_H_
#define _MYFUNCTION_H_

int biggestdigit(int n);
#endif

myfunction.cpp

#include "myfunction.h"

int biggestdigit(int n){
    int m=0;
    int ld;
    while(n!=0){
        ld=n%10;
        if(ld>m) m=ld;
        n/=10;
    }
    return m;
}

When I compile main.cpp I get this error:

C:/TDM-GCC-64/bin/../lib/gcc/x86_64-w64-mingw32/9.2.0/../../../../x86_64-w64-mingw32/bin/ld.exe: C:\Users\ASUS\AppData\Local\Temp\ccLhHBXi.o:main.cpp:(.text+0x29): undefined reference to `biggestdigit(int)'
collect2.exe: error: ld returned 1 exit status

What should I do? The only file I'm allowed to include is the header file. The IDE is Visual Studio Code.