I have recently gone from Code::Blocks to Visual Studio, and in Code::Blocks one could just add a class and then include it straight away. However, whenever I do the same in
Go to your Project properties (Project -> Properties -> Configuration Properties -> C/C++ -> General) and in the field Additional Include Directories add the path to your .h file.
And be sure that your Configuration and Platform are the active ones. Example: Configuration: Active(Debug) Platform: Active(Win32).