Code:

$ cat bar.cpp Solve.cpp Solve.h
#include <iostream>
#include "Solve.h"
//#include <QDebug>
using namespace std;
int main(int argc, char *argv[])
{
Solve *am =new Solve(1,1,1,1,1,1,1,1,1,1,1,1);
}
#include <iostream>
#include "Solve.h"
Solve::Solve(double x1,double x2,double x3,double x4,double x5,double x6,double x7,double x8,double x9,double x10,double x11,double x12)
{
Solve::SetNums( x1=0, x2=0, x3=0, x4=0, x5=0, x6=0, x7=0, x8=0, x9=0, x10=0, x11=0, x12=0);
}
void Solve::SetNums(double x1,double x2,double x3,double x4,double x5,double x6,double x7,double x8,double x9,double x10,double x11,double x12)
{
}
#ifndef SOLVE_H
#define SOLVE_H
#include <iostream>
using namespace std; //!! note: very poor practice to put using namespace in header files
class Solve {
public:
Solve (double x1,double x2,double x3,double x4,double x5,double x6,double x7,double x8,double x9,double x10,double x11,double x12);
void SetNums(double x1,double x2,double x3,double x4,double x5,double x6,double x7,double x8,double x9,double x10,double x11,double x12);
};
#endif
$ g++ -Wall bar.cpp Solve.cpp
bar.cpp: In function ‘int main(int, char**)’:
bar.cpp:8:10: warning: unused variable ‘am’ [-Wunused-variable]

It seems fine, if you actually compile it.