The desired name for <file> is invalid - visual studio 2015

The link in the comment section by BlackDwarf fixed the problem even though that was was for C# but applies.

I didn't have USERPROFILE environment variable so I created it and set it to c:\Users\my.name and now I can add the file

I had the same problem and it was because of merge errors in the file ProjectName.vcxproj.filters.