Make a class function definition in another .cpp file

I often make a class with many functions/methods inside. The problem is, even if class definition in header file can be relatively small (<100 lines), associated .cpp file can be huge (>500 lines). In normal projects I often split function definitions into many smaller .cpp files. Apparently, I can’t do it in Unreal Engine cpp projects. I guess the problem is that I need to convince somehow Makefile (Build.cs file to be specific) that it needs also to build added another .cpp file. How can I do that?

Example:

(MyActorA.h file)

#include "GameFramework/Actor.h"
#include "MyActorA.generated.h"

UCLASS()
class MYPROJECT_API AMyActorA : public AActor
{
	GENERATED_BODY()
	
public:	

	AMyActorA();
	void BeginPlay();
	void Tick(float DeltaTime);

	void functionA();


};

(MyActorA.cpp)

#include "MyProject.h"
#include "MyClass.h"
#include "MyActorA.h"

AMyActorA::AMyActorA() {
	MyClass *x = new MyClass;
}




void AMyActorA::Tick(float DeltaTime) {
	functionA();
}

void AMyActorA::BeginPlay() {

}

Now - when I make void AMyActorA::functionA() definition inside AMyActorA.cpp file or similar AMyActorB.cpp file, everything works. I could of course create auxiliary files with empty actors, but I rather would not choose this option, since it wouldn’t really help in organising files. Suppose I created some empty, non-inheriting class in UnrealEngine, like MyClass.h. If I create additional file, like Source.cpp and put definition of MyClass constructor here, I can call it from AMyActorA class (like showed in example above). But, when I put void AMyActorA::functionA() in Source.cpp instead of MyActorA.cpp file, like this:

#include "MyClass.h"
#include "MyActorA.h"

MyClass::MyClass() {

}

void AMyActorA::functionA() {

}

I get the following error:

Severity	Code	Description	File	Project	Line	Suppression State
Error	LNK2019	unresolved external symbol "public: void __cdecl AMyActorA::functionA(void)" (?functionA@AMyActorA@@QEAAXXZ) referenced in function "public: virtual void __cdecl AMyActorA::Tick(float)" (?Tick@AMyActorA@@UEAAXM@Z)	C:\UE4 Projects\MyProject\Intermediate\ProjectFiles\MyActorA.cpp.obj	MyProject	1

Solution - creating another .cpp file in VS causes creation in Intermediate folder instead of Source/MyProject folder. I had to manually move created item into Source/MyProject file, maybe also to make some small edit in Build.cs file. Now I am able to define functions outside main cpp file.