Custom Header File Inclusion in Dev c++ Undefined Reference Problem

I'm learning to make my own Header Files in C++ and Use them. For this purpose i first created a File with the Name of SADA.h

#ifndef SADA
#define SADA

int add(int a, int b);


Then created SADA.cpp

#include "SADA.h"

int add(int a, int b){
    return a+b;

and them main.cpp

#include "SADA.h"
using namespace std;

int main(){

Now when i try to compile and run main.cpp, i get this error.

main.cpp:(.text+0x18): undefined reference to `add(int, int)'

[Error] ld returned 1 exit status

When i try to comile and run SADA.cpp, i get this error.

undefined reference to `WinMain'

[Error] ld returned 1 exit status

and I'm using Dev c++ IDE Version 5.11. What i do wrong? Highlight the problem Please.