_main is already defined in Hello.obj.

A project is compiled into one binary (executable) even if there are multiple files.

At this time, one main function is required to run the process in the OS. Like there's one front door in the house.

I can't see it well because the screenshot is small, but isn't the main function already defined in the Simple Project.cpp file?

Create a separate project, write the current code, and then compile it.