Why do I get "This file does not belong to any project target, code insight features might not work properly"?

Question

I'm facing with the linker error for the last several times I wrote something in C++. I couldn't get the hang of what it's about, from the other entries that I saw on StackOverflow. How do you think I can solve this problem? Could you please explain why I get this error and how I can avoid it in the future?

This time, I have 3 files: 1 source file, 1 class file, 1 header file. My code is like the following:

In Student class:
(where I get the warning: "This file does not belong to any project target, code insight features might not work properly.")

#include "Student.h"
#include <iostream>

Student::Student() {
    name = "No-Name";
    id = -1;
    for (int i = 0; i < 3; i++)
        classesTaken[i] = "Not-Set";
}

Student::Student(std::string n, int i, std::string courses[]) {
    name = n;
    id = i;
    for (int j = 0; j < 3; j++)
        if (courses[j] != "")
            addClassTaken(courses[j]);
}

void Student::displayProfile() {
    std::cout << "Name: " << name << endl;
    std::cout << "Student ID: " << id << endl;
    std::cout << "Classes taken: ";
    for (std::string course : classesTaken)
        if (course != "Not-Set")
            std::cout << course << endl;
}

void Student::addClassTaken(std::string course) {
    if (!checkClassIsTaken(course) && )
        for (int i = 0; i < 3; i++)
            if (classesTaken[i] == "Not-Set" || classesTaken[i] == "") {
                classesTaken[i] = course;
                break;
            }
}

bool Student::checkClassIsTaken(std::string course) {
    for (int i = 0; i < 3; i++)
        if (classesTaken[i] == course)
            return true;
    return false;
}

In header file:

#pragma once
#include <string>

class Student {
    std::string name;
    int id;
    std::string classesTaken[3];
public:
    Student();
    Student(std::string, int, std::string);
    void displayProfile();
    void addClassTaken(std::string);
    bool checkClassIsTaken(std::string);
};

In source file:

#include "Student.h"

int main() {
    Student student("Ece", 358, {"Math", "Sociology"});
    student.displayProfile();
    student.addClassTaken("Science");
    student.displayProfile();
    return 0;
}

And I get the following message:

[ 50%] Linking CXX executable Student Undefined symbols for architecture x86_64:

"Student::addClassTaken(std::__1::basic_string<char, std::__1::char_traits, std::__1::allocator >)", referenced from: _main in main.cpp.o

"Student::displayProfile()", referenced from: _main in main.cpp.o

"Student::Student(std::__1::basic_string<char, std::__1::char_traits, std::__1::allocator >, int, std::__1::basic_string<char, std::__1::char_traits, std::__1::allocator >)", referenced from: _main in main.cpp.o

ld: symbol(s) not found for architecture x86_64

clang: error: linker command failed with exit code 1 (use -v to see invocation)

make[3]: *** [Student] Error 1

make[2]: *** [CMakeFiles/Student.dir/all] Error 2

make[1]: *** [CMakeFiles/Student.dir/rule] Error 2

make: *** [Student] Error 2