They want to make the code "Object-oriented" like.
Think of the headers as a file that tells what the implementations of that class are supposed to do. It is a good idea use headers and implementations to keep the behavior of that particular class homogeneous across the application. For more information, you need to read about object-oriented programming.
As for your problem, the declarations go into the .h files. For instance, in wind.h file the "signature" of the methods
string getWindDirection();
and
double getWindSpeed();
.
In the wind.CPP file you use the the header file you just created using the #include directive.Then write the full body of the methods
getWindSpeed and
getWindDirection and the same thing you need to do with temperature and weather.
For a more detailed example please visit
here.
There are a lot of advantages of object-oriented programming which you get to know when you read about it.
Good luck.