CodeLite IDE

right click on the "#include" preprocessor in source, then will show up a popup menu containing an option named "open the include file ..." , but clicking on it could not bring you to the specified header file.

Is it a bug, or had I do somthing wrong ?

It opens only files that contains symbols.
If you file does not contains any symbols (classes, structs etc..) it will not find it
Eran