i'm using many files in my project, they are as libraries, and Keil is working good with them. These files are all added to project's tree. But some of these files have other included files, and here Keil debugger is 'silent' . Anyway - it is boring , but its not hard to
copy/paste from included file into including file. IDE,editor and asembler are showing all files correctly.
I was just surprised , working on IAR chain for MSP430-where debugger is going into included files without problems. Anyway - Keil ide/compiler/linker is good for my purposes.