Functions.

Right now in school I am learning about UML class diagrams and how to put them together into Visual Studio 2010. The professor tells me that I am not properly using functions. Something about each header file requiring 1 function into the main file. (main.cpp) Can anyone give me a brief introduction to functions? Thank you.
Great Video Tutorial : http://www.youtube.com/watch?v=gzsLVPf8P2U

Enjoy.
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