Whenever you compile through an IDE, it builds it for you. When you compile through a command prompt, by default we use compound commands to compile and build it or the commands from the compiler do it for us. I can't picture this being the problem. Usually, you may be able to make the seperate libraries (xxx.o files) but they may not be able to link together or the compiler may have errored out on a later file which I believe is the problem.
Netbeans if I remember uses GCC through the Cygwin port and is compatible with other compilers to an extent but not tested. It's IDE is complex and useful but it's not meant for small projects. It's meant for large and hard to control projects. Though it can be used for smaller projects, it's simply inconvenient.
Dev-C++ isn't an IDE you should start out on or should ever use. It's out of date which means bugs, glitches, features, and so on will never be fixed or added. Eventually the GCC compiler it works with may not hold up to the features of the current C++ standard, and as a result you would have to change anyways. You might as well develop a habit of using another IDE.