Quartus II search for source file into the following order:
- into the list of files that you have explicitely add to your project; see menu Project => Add/Remove Files in Project...
>>> if it does not find the file
- into the project folder
>>> if it does not find the file
- into the folder that you have specify as Libraries; see menu Assignment => Settings => Librairies
So in your specific case, it gives a warning just to alarm you that the file it found was not specified as a design file and read by default the one that it found into the Quartus II project.