If I understand how is set your project, you have a file structure like this:
CLEdit
|-src
|- CLEditCF.cpp
|- CLEditDB.cpp
|
|-include
|- CLEditCF.h
|- CLEditDB.h
|
|-CLEditApp.cpp
|-CLEditApp.h
|-CLEditMain.cpp
|-CLEditMain.h
from inside CLEditDB.cpp, you have an #include CLEditDB.h
from inside CLEditMain.h, you have an #include CLEditCF.h
The compiler will find your .h files if you add in your project CLEdit / build options / Search directories / compiler, the path to the "include" folder.
An other solution is to have all your files directly in the root folder CLEdit, but it's not a goob solution for big projects.