I'm not sure I quite understand everything, so I tried removing the line:
#include "Header.cpp"
and compiling it, but now I get a linker error.

C:\Dev-Cpp\lib/libmingw32.a(main.o)(.text+0x7f):main.c: undefined reference to `WinMain@16'

Sorry if I seem to be asking something obvious, but now what do I do to make this run correctly?