run a program with more than one source files in GNU c++ compiler

The technical term for ‘multiple files’ would be translation units:

g++ file1.cpp file2.cpp -o program

Or you separate compilation and linking

g++ -c file1.cpp -o file1.o
g++ -c file2.cpp -o file2.o

# linking
g++ file1.o file2.o -o program   

But that usually doesn’t make sense unless you have a larger project (e.g. with make) and want to reduce build times.

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