Design file __.vhd which is not specified as a design file for the current project

It's not so much a warning as it it information, that it found a .vhd file you are using in your project.

You should just ignore it and don't mess with the files (that can only mess things up).

If it bothers you, you can set the warning as suppressed by right clicking it. Then it will go to the suppressed tab.

Or you could hit files in your Quartus project (top right box), then right click the files map -> add/remove files in project -> hit the three dots -> look up your file -> hit add -> hit apply. But like I said I wouldn't recommend it.