Normally Arduino can only support code outside of the sketch folder if the code is located in an Arduino library. You can read about arduino libraries on the arduino.cc web site.

Visual Micro pro has the ability for you to include code from other projects using short cuts/links to other code which might help you.

If you come to understand about arduino libraries then ask again and I will give you more info.

Hi the debugger is a different discussion.

You are mistaken about the create lib functionality but the solution explorer can also hide the real picture. It's best to switch the solution explorer to showing the project directory structure instead of the default filtered view. Use one of the small button icons at the top of the explorer to switch view.

The "create library" command created the class in a folder called "[sketchname]\src\_micro-api\libraries\[libname]\src". Notice that the #include that was automatically added to the .ino does not include a path. 

With Arduino, libraries must usually be located in known places such as "mydocuments\ libraries\[libname]\src" and are then "#included" into code without path.

So the create library example creates source code that can be tested and developed and when developed, can easily be deployed to the standard arduino library system and used by other projects or published to the arduino.cc downloadable library manager for the community to use.

Arduino projects normally can only consist of source code in the sketch folder, code in sub folders is not supported. In the arduino world the only way to use a library is to follow the published arduino rules for a library and where it must located so the proper answer to your question is create and use an Arduino compatible library.

Recent versions of visual micro will also compile code from other projects. For example use the standard "Add existing item" feature of Visual Studio to include other source code into the project. Make sure you spot the drop down menu on the "Add existing item" dialog which allows you to optionally selected "As Link". The "Add link" creates a shortcut to the source code.

The intention in the not to distant future is to support debugging in linked code and also in libraries however there are no promises.

It's an idea to play with the arduino ide for a while so that you can understand what Arduino is normally capable of. It might help set your expectation levels The docs on arduino.cc also explain how arduino libraries work.

So take your pick on which way you want to go

Sort of.

Arduino provides a library system which is very popular and in the main avoids the need for complex projects. It's the simplicity of arduino that attracts so many library authors and also 3rd party hardware manufacturers.

The other benefit of arduino style projects is that code remains cross platform so can more easily switch between different boards such as Intel, Atmel, chipKIT etc.

However, all micro-controllers have their own underlying toolchains that allow various levels of complexity and all provide tools that support code in sub folders and almost infinate control over build properties.

But there is no reason not to work towards the best of both worlds as long as support remains fairly easy. Unlike hardware manufacturers there is little profit in software and as such most work is done for free so support has to be a small chunk.