OK, So I am trying to transition from intermediate Delphi to C++ Object Oriented programing. I have read Ivar Horton's book on visual C++ 2010. I can pull off the simple console applications no problem. I get the language itself (kinda). Where I am struggling is with headers and classes.

I also understand what header files and classes do in general. What I am not getting is the implementation when do I use a header or a class? Do I need to create classes for everything I do? Do my actual work functions need to be in header files or in CPP files? I'm lost on the proper uses of these and could use some real world guidance from more experienced programmers.

I am trying to transition to windows applications using the MFC if that is helpful.