Are you doing <event.h> or "event.h"?
If you're doing <event.h>, the compiler will look for event.h in the current directory, and if it doesn't find it, it will start looking in other directories (like standard lib directories, etc). It's possible it's finding a totally unrelated file with the same name and including that instead.
If you're doing "event.h", the compiler should certainly be giving you an error if the file doesn't exist in the directory.
If the directory is in another path, you'll have to qualify the pathname. remember that .. goes one directory up. so, let's say the cpp file is in directory "myproject/a/source.cpp" and event.h is in "myproject/b/event.h". Your include would look like this:
If you find yourself with excessively long #include lines and lots of "..", it's a sign your directory system is overcomplicated.
EDIT: also, use /, not \\ for the directory marker. Even if you're on Windows. \\ should never be used in C++ as a directory marker.