[visual-studio] ERROR: Cannot open source file " "

You need to check your project settings, under C++, check include directories and make sure it points to where GameEngine.h resides, the other issue could be that GameEngine.h is not in your source file folder or in any include directory and resides in a different folder relative to your project folder. For instance you have 2 projects ProjectA and ProjectB, if you are including GameEngine.h in some source/header file in ProjectA then to include it properly, assuming that ProjectB is in the same parent folder do this:

include "../ProjectB/GameEngine.h"

This is if you have a structure like this:

Root\ProjectA

Root\ProjectB <- GameEngine.h actually lives here