Visual Studio looks for headers in this order:
- In the current source directory.
- In the Additional Include Directories in the project properties (Project -> [project name] Properties, under C/C++ | General).
- In the Visual Studio C++ Include directories under Tools → Options → Projects and Solutions → VC++ Directories.
- In new versions of Visual Studio (2015+) the above option is deprecated and a list of default include directories is available at Project Properties → Configuration → VC++ Directories
In your case, add the directory that the header is to the project properties (Project Properties → Configuration → C/C++ → General → Additional Include Directories).