That means TEST.cpp isn't compiled, which is in turn caused by TEST.cpp not being in the project. newelement.py doesn't run vsproject.py (which generates the VS project, adding all .cpp files to it among other things) because the VS project isn't used on all platforms.

In other words, the solution is to close VS, run vsproject.py, open VS and compile again. I'll check if this is mentioned in the wiki; if it's not, I'll fix it. EDIT: Just add TEST.cpp to the project yourself. I updated the wiki to suggest the same thing.