C programming on PI using VS-Code. Get "undefined reference to '...' " when using the quote form of the include directive - visual-studio-code

Question

I would like to program a PI via VS-Code. When I translate the program I get "undefined referenc to `...' ". It seems that the header files that I include via #include "..." are not translated. If I translate the data in the terminal and then link the headers afterwards, it works. If I have understood correctly, you can set this via the tasks.json. However, I have not yet found out how.
I would like to modify an existing C program that has already been programmed on a PI. The programming is to be done in VS-Code via SSH. However, as soon as I try to run the program, I get numerous error messages with "undefined reference to '...' ".
Even with the minimal program helloworld I get this notification as soon as I want to include local .h-files with #include "...". System files with #include <..> are found.
The following programme
#include <stdio.h>
int main()
{
printf("Hello World\n");
}
is translated without problems.
However, as soon as I add Messages.h
#ifndef MESSAGES_H_INCLUDED
#define MESSAGES_H_INCLUDED
void printMsg(char *str);
#endif // MESSAGES_H_INCLUDED
and Messages.c
#include "Messages.h"
void printMsg(char *str)
{
printf("Testausgabe: %s\n",str);
}
to the project and to the program
#include <stdio.h>
#include "Messages.h"
int main()
{
printf("Hello World\n");
printMsg("Somthing else.\n");
}
The compiler returns
/usr/bin/ld: /tmp/ccBVuwoo.o: in function `main':
helloworld.c:(.text+0x14): undefined reference to `printMsg'
collect2: error: ld returned 1 exit status
And this although all files are stored in the same folder.
If I create the files manually using the terminal and then link them, it works.
$ gcc -c helloworld.c
$ gcc -c Messages.h
$ gcc -o Hello helloworld.o Messages.o
Does this mean that I have to manually create a make file that I have to expand for each new header (that would be a bummer)? Couldn't this also be done automatically via VS-Code? Have I perhaps overlooked something here? Sorry, but I am very new to this.
I am grateful for any help.
Attached is also the automatically generated tasks.json from VSC.
{
"tasks": [
{
"type": "cppbuild",
"label": "C/C++: gcc Aktive Datei kompilieren",
"command": "/usr/bin/gcc",
"args": [
"-fdiagnostics-color=always",
"-g",
"${file}",
"-o",
"${fileDirname}/${fileBasenameNoExtension}"
],
"options": {
"cwd": "${fileDirname}"
},
"problemMatcher": [
"$gcc"
],
"group": {
"kind": "build",
"isDefault": true
},
"detail": "Vom Debugger generierte Aufgabe."
}
],
"version": "2.0.0"
}