[C++] External functions

Hi, I'm new of this forum...hallo world!
I'm trying to include function from external files to manage to develop clearer project. At the moment I compile with g++ from the terminal, could it be a problem? I tried to use Eclipse but I'm not able to understand how to create a project and how to compile it.
I use three files:
- a header, called simply "header";
- a .cpp containing the main, called Programma.cpp;
- a .cpp containind the function called Funzione.cpp.
"header":
#include <iostream>
using namespace std;
int somma(int,int);
"Programma.cpp":
#include "header"
int main()
    int a,b,c;
    a=3;
    b=1;
    c=somma(a,b);
    cout << a << b << c << endl;
    return 0;
"Funzione.cpp":
#include "header"
int somma(int a, int b)
    int risultato;
    risultato=a+b;
    return risultato;
When I compile using:
"g++ -o Programma Programma.cpp"
it give me the following error:
"Undefined symbols:
  "somma(int, int)", referenced from:
      _main in ccBWPWka.o
ld: symbol(s) not found
collect2: ld returned 1 exit status"
What is the problem?
Thank you in advance

Perfect, thank you very much.
I have two other question:
1) Ones I compiled and linked the main program (in this case Programma.cpp) with all my function, and I have to modify something only in the main, can I compile only the main (and if yes, how can I do it)?
For instance...now this is my project(?) *I'm not sure it's the correct name*:
"header.h":
int somma(int,int);
"Programma.cpp":
#include <iostream>
#include "header.h"
using namespace std;
int main()
    int a,b,c;
    a=3;
    b=1;
    c=somma(a,b);
    cout << a << endl;
    cout << b << endl;
    cout << c << endl;
    return 0;
"Funzione.cpp":
#include <iostream>
#include "header.h"
using namespace std;
int somma(int a, int b)
    int risultato;
    risultato=a+b;
    return risultato;
And it works perfectly.
If now I want to change the value of b from b=1 to b=24 in the main, can I only compile the main? I ask that because usually a project has a lot of "standard" external function that are fixed and are never modified, so it will be complicated if I have to follow the process you suggest me every time I change the main:
g++ -o Programma Programma.cpp Funzione1.cpp Funzione2.cpp ... FunzioneN.cpp
2) Second question, it seems to be equal if I call the header "header.h" or just "header", what is the difference?
I didn't use the extension .h because also the iostream is without .h in my programs, and if I try to include <iostream.h>, I have the following error:
/usr/include/c++/4.2.1/backward/backward_warning.h:32:2: warning: #warning This file includes at least one deprecated or antiquated header. Please consider using one of the 32 headers found in section 17.4.1.2 of the C++ standard. Examples include substituting the <X> header for the <X.h> header for C++ includes, or <iostream> instead of the deprecated header <iostream.h>. To disable this warning use -Wno-deprecated.
Thanks again

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