A while ago I started experimenting with making C++ programs in Sublime Text 3 but found I could only build single files (meaning I couldn't use classes).
The link below is a build file I made to make Sublime Text compile multiple file C++ programs (you will need to have Min GW installed for this to work).
Once you have downloaded the build file, go to Sublime and click "Tools" then "Build Systems" and select "C++ Multi File".
Now when a C++ program is built, the output will be displayed in a panel at the bottom of the Sublime window.
This file needs to be placed in your "Users\'Your Name'\AppData\Roaming\Sublime Text 3\Packages\User" folder.