Member declaration not found.

When I was shown how classes are coded in c++ I was shown all in one file.
When I use eclipse to create a class is does it with a header file.

But when I do the following code it says member declaration not found.

inside header

void mymethod();

inside source file

void myclass::mymethod(){};

Spin off question is...should I get used to using classes with header and source files, or should I just mitigate this problem by using one file?