I can compile just fine, but I always have to paste my code into the source file it generates for my project because I can't find the option to add/remove source files. I'm an ajunta user =P

If you are using KDevelop 3+ then on the right hand side under the documentation tabs should be a tab called Automake Manager. This allows you to add/remove files from your project. Automake manager only shows up if you created a normal kdevelop project, so no cmake projects. To add files to cmake projects you have to edit the CMakeLists file and re-run cmake.