[c++] Regarding C++ Include another class

What is the basic problem in your code?

Your code needs to be separated out in to interfaces(.h) and Implementations(.cpp).
The compiler needs to see the composition of a type when you write something like

ClassTwo obj;

This is because the compiler needs to reserve enough memory for object of type ClassTwo to do so it needs to see the definition of ClassTwo. The most common way to do this in C++ is to split your code in to header files and source files.
The class definitions go in the header file while the implementation of the class goes in to source files. This way one can easily include header files in to other source files which need to see the definition of class who's object they create.

Why can't I simply put all code in cpp files and include them in other files?

You cannot simple put all the code in source file and then include that source file in other files.C++ standard mandates that you can declare a entity as many times as you need but you can define it only once(One Definition Rule(ODR)). Including the source file would violate the ODR because a copy of the entity is created in every translation unit where the file is included.

How to solve this particular problem?

Your code should be organized as follows:

//File1.h

Define ClassOne 

//File2.h

#include <iostream>
#include <string>


class ClassTwo
{
private:
   string myType;
public:
   void setType(string);
   std::string getType();
}; 

//File1.cpp

#include"File1.h"

Implementation of ClassOne 

//File2.cpp

#include"File2.h"

void ClassTwo::setType(std::string sType)
{
    myType = sType;
}

void ClassTwo::getType(float fVal)
{
    return myType;
} 

//main.cpp

#include <iostream>
#include <string>
#include "file1.h"
#include "file2.h"
using namespace std;

int main()
{

    ClassOne cone;
    ClassTwo ctwo;

    //some codes
}

Is there any alternative means rather than including header files?

If your code only needs to create pointers and not actual objects you might as well use Forward Declarations but note that using forward declarations adds some restrictions on how that type can be used because compiler sees that type as an Incomplete type.