Include of file . h is not enough to create a class instantiation

Question

I created a class called Board, make the prototypes in the file Tray. h and keep the code on Board.cpp, during the study I saw that just adding the Tray. h at the index.cpp would already be possible to instantiate the Class board (new Board(10,20,1)). However in my code it accuses error, and only works if I include directly the file Board.cpp.

Error:

[Running] cd "c:\xampp\htdocs\grimoriec++\" && g++ index.cpp -o index && "c:\xampp\htdocs\grimoriec++\"index
C:\Users\kauen\AppData\Local\Temp\cchnmOmm.o:index.cpp:(.text+0x40): undefined reference to `Tabuleiro::Tabuleiro(int, int, int)'
C:\Users\kauen\AppData\Local\Temp\cchnmOmm.o:index.cpp:(.text+0x64): undefined reference to `Tabuleiro::to_string()'
collect2.exe: error: ld returned 1 exit status

I want to know if the correct way to add a class from another file is by cpp file. or by file. h, and if it is the second option what I have to change in my code for include to work ?

index.cpp

#include <windows.h>
#include <stdio.h>
#include <stdlib.h>
#include <vector>
#include <iostream>
#include <memory>
#include "Tabuleiro.h"
using namespace std;


Tabuleiro::Tabuleiro(int x,int y,int z){
    this->tam_x = x;
    this->tam_y = y;
    this->tam_z = z; 
};

void Tabuleiro::to_string(){
   cout << this->tam_x << endl;
}

Board.cpp

#include <stdio.h>
#include <stdlib.h>
#include <iostream>
#include "Tabuleiro.h"
using namespace std;

Tabuleiro::Tabuleiro(int x,int y,int z){
    this->tam_x = x;
    this->tam_y = y;
    this->tam_z = z; 
};

void Tabuleiro::to_string(){
    cout << this->tam_x << endl;
}

Tray. h

#ifndef TABULEIRO_H
#define TABULEIRO_H

class Tabuleiro{
    public:
        int tam_x;
        int tam_y;
        int tam_z;
        Tabuleiro(int x,int y,int z);
        void to_string();
};

#endif // TABULEIRO_H