It is just a quick tester program I made to see if i could get a new type of game loop I learned and sdl working and what do you mean compiling all the source files. Sorry im kind of new to c++ programming im more accustomed to java
I'm assuming you're using VC++, are all the .cpp files listed in your project tree? If not, right click on your project in the project tree and add an existing item -> add the missing source files. Otherwise they will not be included in the final program (e.g. not compiling some .java files in the final program).