I checked out a copy of a C++ application from SourceForge (HoboCopy, if you're curious) and tried to compile it.
Visual Studio tells me that it can't find a particular header file. I found the file in the source tree, but where do I need to put it, so that it will be found when compiling?
Are there special directories?
Visual Studio looks for headers in this order:
In your case, add the directory that the header is to the project properties (Project Properties → Configuration → C/C++ → General → Additional Include Directories).