How to includue multiple .cpp files into one main file [duplicate]

Question

now in real world when building projects we use hunderends of .cpp files and we link them into one main.cpp file.
Main.cpp

#include <iostream>
#include <function>
int main()
{
    print("hello");
}

function.cpp

#include <iostream>
using namespace std;
#include <string>
void print(string s)
{
    cout << s;
}

I'm using c++(microsoft) on visual studio code
terminal

C:\Users\Sainath\Desktop\Project>cl main.cpp
C:\Users\Sainath\Desktop\Project>main

then we get an output
output

hello

Is there any way to do something like this? I could use Visual studio to build and run it as one whole .cpp, but I want to understand on how this thing works

edit: I mean we dont explicitly compile iostream but it stil gets compiled during preprocessor time, Is there any way to do automate function.cpp compilation without explicitly doing it?

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