this feature works, and so many thanks for that!
but
1) I cannot assign a key binding to it
2) it will only work if the cursor is placed on the line that contains the #include directive.
C++builder from Borland has it better for me, it works everywhere where it finds something similar to file name.
For example I have this:
string S = loadstring("README.TXT");
now I put cursor on "README.TXT" and want to open it by pressing Ctrl+Enter or any other key-binding.
Code::Blocks would not allow that.