While the Morse example shows the code and how it works, I found it lacking in creation of the actual files--.cpp first, or can the .h be done first? The mechanics of actually doing this in the IDE aren't really there either, and this isn't obvious when you're looking at the menus and such. I'm also guessing that these should compile(to verify the code) without being attached to a program? That's what my logic tells me.
While I've been programming, this is a new IDE. Browsing the forum here has helped, but not on this point. The library tutorial kind of starts a bit after this point.
Use a text editor, other than the Arduino IDE to create the .h and .cpp files. Save them in the same folder as the sketch, and the next time the IDE opens that sketch it will open all the other files in that folder in separate tabs.
Generally, the .h file is created first, since it defines what needs to be coded in the .cpp file.