I originally thought that the issue was with the autocompletion. Now I understand that it's with the compilation of a multiple-file project. The sublime build file provides three variants for building. The first one uses dmd, the second rdmd, and the third is dub. For multiple-file projects, use the rdmd build variant, by instead of building, just run. You can press ctrl-shift-b for that or goto Tools -> Run. To use the dub build, press ctrl-alt-p, then type dub. You'll get a command that says `Build: dub`
Can I use DMD build?