Help me understand precompiled headers in C++

@jvfiel wrote:

have created precompiled header

stdafx.cpp

#include "stdafx.h"

stdafx.h

#include "a.h"
#include "b.h

my source files

a.cpp

#include "stdafx.cpp"
#include "a.h"

a.h

b.cpp

#include "stdafx.cpp"
#include "b.h"

b.h

I'm receiving build error

Severity Code Description Project File Line Suppression State Error LNK1104 cannot open file 'Debug.win32\a.obj' PTR C:\Users\JohnVincent\PTR\proj.win32\LINK 1

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