I know this is an older question, but none of the above answers worked for me. In my case, the issue turned out to be that I had absolute include paths but without drive letters. Compilation was fine, but Visual Studio couldn't find an include file when I right-clicked and tried to open it. Adding the drive letters to my include paths corrected the problem.
I would never recommend hard-coding drive letters in any aspect of your project files; either use relative paths, macros, environment variables, or some mix of the tree for any permanent situation. However, in this case, I'm working in some temporary projects where absolute paths were necessary in the short term. Not being able to right-click to open the files was extremely frustrating, and hopefully this will help others.