Sass files compile into one file instead of into its own CSS files

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CSS

compiler

SASS

I’m doing frontend mentor challenges using sass and wanna create page with this projects. Folder structure is like this

Main-folder 
    Project 1
    Project 2
    Project 3
    ...
    Dist
    Sass
    index.html

Each project folder has dist folder and sass folder. Last 2 folders and index.html are for the page that will be displaying projects.
The problem is when i compile sass file main-folder/sass/_header.scss all sass files(even those in projects) are compiled into main-folder/dist/css/main.css, though they should complie into main-folder/project/dist/css.
Thanks for ur help and time in advance;)

What I have tried:

Tried to recompile and googled but didn’t find anything