Undefined Reference using KDevelop 4.4.1

I'm a beginner with C++. I wrote the following:

// GradeBook.h
#include <iostream>
#include <string> 
using namespace std;

class GradeBook { 
public:
    GradeBook(string); // constructor that initializes courseName
    void setCourseName(string); // function that sets the course name
    string getCourseName(); // function that gets the course name
    void displayMessage(); // function that displays a welcome message 
private:
    string courseName; // course name for this GradeBook
};

// GradeBook.cpp
#include <iostream>
#include "GradeBook.h"
using namespace std;

GradeBook::GradeBook(string name)
{
    setCourseName(name);
} 

void GradeBook::setCourseName(string name)
{
    courseName = name;
}

string GradeBook::getCourseName()
{
    return courseName;
}

void GradeBook::displayMessage()
{
    cout << "Welcome to the grade book for\n" << getCourseName() << "!" << endl;
}

// main.cpp
#include <iostream>
#include "GradeBook.h"
using namespace std;

int main()
{
    GradeBook gradeBook1("CS101 Introduction to C++ Programming");
    GradeBook gradeBook2("CS102 Data Structures in C++");

    cout << "gradeBook1 created for course: " << gradeBook1.getCourseName()
         << "\ngradeBook2 created for course: " << gradeBook2.getCourseName()
         << endl;
}

I am using KDevelop 4.4.1, then I proceed to execute my main.cpp and I got:

/home/brallan/projects/Hola/build> make
Linking CXX executable hola
CMakeFiles/hola.dir/main.o: In function main':
/home/brallan/projects/Hola/main.cpp:8: undefined reference to GradeBook::GradeBook(std::string)'
/home/brallan/projects/Hola/main.cpp:9: undefined reference to GradeBook::GradeBook(std::string)'
/home/brallan/projects/Hola/main.cpp:12: undefined reference to GradeBook::getCourseName()'
/home/brallan/projects/Hola/main.cpp:11: undefined reference to GradeBook::getCourseName()'
collect2: error: ld returned 1 exit status
make[2]: [hola] Error 1
make[1]: [CMakeFiles/hola.dir/all] Error 2
make: [all] Error 2
Failed

If I run the same code from Eclipse Juno CDT, it return me:

gradeBook1 created for course: CS101 Introduction to C++ Programming
gradeBook2 created for course: CS102 Data Structures in C++

Can anyone help me to run it from KDevelop?

UPDATE: Based on the comments, KDevelop isn't compiling other files in the project :s I guess this is the problem to be solved.

In the project folder, there is a file called CMakeList.txt and on it are the files that are part of the project. I tried to add the file GradeBook.cpp to add_executable line, but still did not work. However, when I replaced the file names in lower case, and turn modify the line that I described, everything worked properly. I'm not sure what is the mistake if the file name has no upper or similarly if I add it to this list exactly as it is called.

Then, I renamed files gradebook.h and gradebook.cpp and added gradebook.cpp to add_executable line.