Compile problem with OGLES-1.1_WINDOWS_PCEMULATION

If I call the opengl es function in a  file ,like test.cpp, and init the opengl es envirement in the main() file,like main.cpp, compile and link , run the exe file , nothing draw on the screen.But, if I move the same code from test.cpp to the main.cpp,everything is ok.It looks like, I can just write all the code in one cpp file . I use VS 2003 to compile my code , how can I improve this ?