[c++] include OpenMP-control files in MSBuild solution file (fixes #6238) (#6251)

windows/LightGBM.vcxproj

@@ -343,6 +343,7 @@
     <ClCompile Include="..\src\treelearner\tree_learner.cpp" />
     <ClCompile Include="..\src\treelearner\voting_parallel_tree_learner.cpp" />
     <ClCompile Include="..\src\treelearner\gradient_discretizer.cpp" />
+    <ClCompile Include="..\src\utils\openmp_wrapper.cpp" />
   </ItemGroup>
   <Import Project="$(VCTargetsPath)\Microsoft.Cpp.targets" />
   <ImportGroup Label="ExtensionTargets">

windows/LightGBM.vcxproj.filters

@@ -344,5 +344,8 @@
     <ClCompile Include="..\src\treelearner\gradient_discretizer.cpp">
       <Filter>src\treelearner</Filter>
     </ClCompile>
+    <ClCompile Include="..\src\utils\openmp_wrapper.cpp">
+      <Filter>src\utils</Filter>
+    </ClCompile>
   </ItemGroup>
 </Project>