I am starting to learn / program the Arduino and I don't understand why I am getting syntax errors upon compiling my program in Visual Studio 2017 with Visual Micro or with the Arduino IDE.

Compiling output error from Visual Studio 2017:
sketch\SketchIncomeEligible.ino.cpp.o:(.text.setup+0x0): undefined reference to `WiFi_Setup()'

sketch\SketchIncomeEligible.ino.cpp.o: In function `setup':

ible\SketchIncomeEligible/SketchIncomeEligible.ino:6: undefined reference to `WiFi_Setup()'

collect2.exe: error: ld returned 1 exit status

exit status 1
Error compiling for board Adafruit Feather HUZZAH ESP8266.

Compiling error from Arduino IDE:
Arduino: 1.8.9 (Windows 10), Board: "Adafruit Feather HUZZAH ESP8266, 80 MHz, Flash, 4M (1M SPIFFS), v2 Lower Memory, Disabled, None, Only Sketch, 115200"

sketch\SketchIncomeEligible.ino.cpp.o:(.text.setup+0x0): undefined reference to `WiFi_Setup()'

sketch\SketchIncomeEligible.ino.cpp.o: In function `setup':

ible\SketchIncomeEligible/SketchIncomeEligible.ino:6: undefined reference to `WiFi_Setup()'

collect2.exe: error: ld returned 1 exit status

exit status 1
Error compiling for board Adafruit Feather HUZZAH ESP8266.

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The following is my code:
SketchWiFi.h file:

#ifndef _SKETCHWIFI_h
#define _SKETCHWIFI_h

int WiFi_Setup();

#endif 

SketchWiFi.c file:

#include "SketchWiFi.h"

int WiFi_Setup()
{
  // put your setup code here, to run once:

  return 1; // Successful
} 

Sketch.ino file:

#include "SketchWiFi.h"

void setup() {
  Serial.begin(115200);
  Serial.println("Begin setup");

  WiFi_Setup();

  Serial.println("End setup");
}

void loop() {
  // put your main code here, to run repeatedly:
} 

That's right. Thanks we are currently revamping the documentation and will make this point clearer for the mode advanced new Arduino users