Undefine reference to "function()" (vscode)

Question

So I am developing a project and I am almost at the end. I am working with 3 files: main.cpp, game.h, game.cpp . I used header files because it was told to me that it was good practice. However, I am having some issues and problems compiling and building the project in vscode. When including the corresponding .cpp file (#include "game.cpp") the ide recognises all functions, builds the project and runs it with no probs at all, but when I try including the header file (#include "game.h") the console displays a message saying that it hasn't found any function called in the main.cpp file. I have tried to look up this issue in various websites and forums, tried cmake, modifying c_cpp_properties.json and tasks.json files and I haven't solved this issue yet. Either I am doing something wrong (which is very likely given that I am still a beginner) or there's something wrong that I am not aware of.

I'd like to add that, for running and compiling "normal" .cpp files I am using the CodeRunner extension and to debug I use gcc/gdb.

Console output:

C:/msys64/mingw64/bin/../lib/gcc/x86_64-w64-mingw32/10.2.0/../../../../x86_64-w64-mingw32/bin/ld.exe: C:\Users\zebar\AppData\Local\Temp\ccjgUQbH.o:main.cpp:(.text+0xe): undefined reference to `menu()'
C:/msys64/mingw64/bin/../lib/gcc/x86_64-w64-mingw32/10.2.0/../../../../x86_64-w64-mingw32/bin/ld.exe: C:\Users\zebar\AppData\Local\Temp\ccjgUQbH.o:main.cpp:(.text+0x30): undefined reference to `ReadRules()'
C:/msys64/mingw64/bin/../lib/gcc/x86_64-w64-mingw32/10.2.0/../../../../x86_64-w64-mingw32/bin/ld.exe: C:\Users\zebar\AppData\Local\Temp\ccjgUQbH.o:main.cpp:(.text+0x4a): undefined reference to `play()'
C:/msys64/mingw64/bin/../lib/gcc/x86_64-w64-mingw32/10.2.0/../../../../x86_64-w64-mingw32/bin/ld.exe: C:\Users\zebar\AppData\Local\Temp\ccjgUQbH.o:main.cpp:(.text+0x64): undefined reference to `leaderboard()'
collect2.exe: error: ld returned 1 exit status

My c_cpp_properties.json:

{
    "configurations": [
        {
            "name": "Win32",
            "includePath": [
                "${workspaceFolder}/**"
            ],
            "defines": [
                "_DEBUG",
                "UNICODE",
                "_UNICODE"
            ],
            "windowsSdkVersion": "10.0.19041.0",
            "compilerPath": "C:/Program Files (x86)/Microsoft Visual Studio/2019/BuildTools/VC/Tools/MSVC/14.28.29910/bin/Hostx64/x64/cl.exe",
            "cStandard": "c17",
            "cppStandard": "c++17",
            "intelliSenseMode": "windows-msvc-x64"
        }
    ],
    "version": 4
}

My tasks.json :

{
    "tasks": [
        {
            "type": "cppbuild",
            "label": "C/C++: g++.exe build active file",
            "command": "C:\\msys64\\mingw64\\bin\\g++.exe",
            "args": [
                "-g",
                "${workspacefolder}/game.cpp", "${workspacefolder}/game.h", "${workspacefolder}/main.cpp", 
                "${file}",
                "-o",
                "${fileDirname}\\${fileBasenameNoExtension}"
            ],
            "options": {
                "cwd": "${workspaceFolder}"
            },
            "problemMatcher": [
                "$gcc"
            ],
            "group": "build",
            "detail": "Task generated by Debugger."
        },
       {
            "type": "shell",
            "label": "build",
            "command": "make",
            "args": [
            "CONF=Debug",
            "-C",
            "C:\\Users\\zebar\\.vscode"
            ]
       }
    ],
    "version": "2.0.0"
}

Main file (main.cpp):

#include "game.h"
#include <iostream>
#include <thread>
#include <chrono>

using namespace std;


int main(){
    int menu_choice;  // menu option

    while(true) {
        // Initiate Menu
        menu_choice = menu();

        switch (menu_choice) {
            case 1:     // Rules of the game
                ReadRules();
                cout << endl;
                break;

            default:  // Exit the game
                this_thread::sleep_for(chrono::seconds(2));
                return 0;
        }
    }
}

Header file (game.h):

#ifndef T02_G11_GAME_H
#define T02_G11_GAME_H

#include <iostream>
#include <fstream>
#include <string>
#include <thread>
#include <chrono>
#include <iomanip>
#include <cmath>
#include <vector>
#include <algorithm>

using namespace std;


/**
Main menu
 */
int menu();

/**
Rules of the game
 */
void ReadRules();

#endif //T02_G11_GAME_H

game.cpp:

#include "game.h"
#include <iostream>
#include <string>
#include <thread>
#include <chrono>
#include <iomanip>
#include <cmath>
#include <vector>
#include <algorithm>

using namespace std;


int menu(){
    int menu_choice;
    // Main Menu
    cout << "1) Rules" << endl;
    cout << "2) Play" << endl;
    cout << "3) Leaderboard" << endl;
    cout << "0) Exit" << endl;

    // Ask for menu_choice
    while (true)
    {
        this_thread::sleep_for(chrono::milliseconds(250));
        cout << "Option: "; cin >> menu_choice;
        if(cin.eof()) return 0;
        if(cin.fail());
        else if(menu_choice == 0) return 0;
        else if(menu_choice == 1 || menu_choice == 2 || menu_choice == 3) return menu_choice;
        cin.clear();
        cin.ignore(10000, '\n');
        cerr << "Input a valid operation! (0, 1 or 2 to proceed)" << endl;
    }
}


void ReadRules(){
    string line;
    ifstream myfile ("rules.TXT");  // file where are the rules
    int goBack;

    // Open file and print all the lines
    if(myfile.is_open())
    {
        while (getline(myfile, line)) cout << line << '\n';
        myfile.close();
    }

    //Go back to main menu by pressing '0'
    cout << "Press '0' to go to the main menu" << endl;
    cin >> goBack;

    //Test input while invalid
    while(true){
        cin >> goBack;
        if(cin.eof()) return;
        if(cin.fail());
        else if(goBack == 0) break;
        cin.clear();
        cin.ignore(10000, '\n');
    }
}

note: this is not the whole project, it is too big to post.

I'd be really thankful if someone could help me.