In this phase, you finally begin actual coding. But the design phase should have provided sufficient organization so that the parts will fit together as long as each class member function is implemented to fulfill its responsibility as specified in the comment generated in the design phase.

Each class should be "unit" tested. That is, test programs should be written to make sure each member function does what it should. If class A depends on class B, it is a good idea to make sure class B is unit tested first, then test class A. Otherwise, class A may fail tests simply because class B is not implemented correctly.