Cannot Run Any C++ Program with Classes in Multiple Files in Code Blocks

I cannot run any C++ program which requires to place classes in separate files in Code Blocks. An error appears, stating "no such file or directory" in 2main.

Here are my codes:

Codes of main.cpp:

#include <iostream>
#include "Sally.h"
using namespace std;

int main()
{
Sally sallyObject;
sallyObject.printCrap();

}

Codes of sally.h:

#ifndef SALLY_H
#define SALLY_H


class Sally
{
public:
Sally();
void printCrap();
protected:
private:
};

#endif // SALLY_H

Codes of sally.cpp:

#include "Sally.h"
#include <iostream>
using namespace std;

Sally::Sally()
{

}

void Sally::printCrap()
{
cout<<"Did someone say steak"<<endl;

}

Please, help me. I am new to C++. I am totally stuck! :(