I put some files on the same level of *.xcodeproj file carelessly. When I move these files into the right location in Finder, Xcode tells me that these files a
When you see a file that is red (or in the wrong place), you can easily correct the location of these files by using the file inspector (which appears along the right side panel of your Xcode window).
It looks like this:

Clicking on the Folder icon next to the name will bring up an open panel from which you can choose the correct location of the file.