Include Multiple Classes In A Single Class - c++

Question

I am brand new to C++ as of this weekend, and I'm struggling on a very core concept, as I'm unfamiliar with header files and the implementation files being separated like this.
I want to have a Class, let's call it "WorldCharacter".
And this Class, should contain lots of information about a character within a level.
However, for the sake of conciseness, I would like to split up this Class to include a number of other classes, like "WorldCharacterHealth", and "WorldCharacterSkills" etc.
What I would like to do then, is attach this WorldCharacter class to an Actor, as an ActorCompoent, and it should display WorldCharacterHealth and WorldCharaacterSkills also.
However, after a day and a bit of trying to study ANY documentation to find this, I cannot find the answer to this solution.
Header File
#pragma once
#include "CoreMinimal.h"
#include "Components/ActorComponent.h"
#include "WorldCharacter.generated.h"
UCLASS( ClassGroup=(Custom), meta=(BlueprintSpawnableComponent) )
class GAME_API_NAME UWorldCharacter : public UActorComponent
{
GENERATED_BODY()
public:
// Sets default values for this component's properties
UWorldCharacter();
protected:
// Called when the game starts
virtual void BeginPlay() override;
public:
// Called every frame
virtual void TickComponent(float DeltaTime, ELevelTick TickType, FActorComponentTickFunction* ThisTickFunction) override;
};
CPP File
#include "WorldCharacter.h"
// I thought perhaps I could include "WorldCharacterHealth.h" here (see below)
// Sets default values for this component's properties
UWorldCharacter::UWorldCharacter()
{
// and then manipulate values like health or armour down here?
PrimaryComponentTick.bCanEverTick = true;
// ...
}
// Called when the game starts
void UWorldCharacter::BeginPlay()
{
Super::BeginPlay();
// ...
}
// Called every frame
void UWorldCharacter::TickComponent(float DeltaTime, ELevelTick TickType, FActorComponentTickFunction* ThisTickFunction)
{
Super::TickComponent(DeltaTime, TickType, ThisTickFunction);
// ...
}