I was forget about folders are not get included that way, VS can be a real pain sometimes or always.
The error message is probably because the HTML5 project was not imported properly and could not find declaration of some classes.
So, to include the folder too, what you need to do is copy the project manually in to the VS project folder.
ProjectFolder -> ProjectName -> index.html
This is where all the folders including index.html need to be located. You can delete the default index.html, images, css and js folder of the VS project, you don’t need them but first you need to exclude them from the VS project. Right click in the solution explorer and choose Exclude from project and then you can delete them, otherwise you are going to get an error when you build because the compiler trying to include them but can not if you delete them.
After you have copied everything in to the VS project folder manually. In Visual Studio in the solution explorer select the application:
After you need to click the Show all files button on the top:
After all the folders and files going to be shown with gray icons that is not included in the project.
Right click the folders and files you wan to include and select Include in Project:
It should go ahead and include not only the folder but all content of the folder.
It is very unfortunate GDevelop generate so many individual files in the root folder, so if you have lots of content and files, you may want to add the files from the root folder with the Add Existing Item method, and add the folders and their content as I have explained just now.
After you should be able to build the VS project without any errors.