If I understand your question correctly, then I do not recommend including header files inside the <stdafx.h> header.
Firstly, it makes the code less readable, since it sows doubt about reading your code, whether you included all the headers correctly, or if the program compiles only because in some implementation of the standard library another standard header was included in the standard header.
Secondly, such code will not be portable to platforms where the <stdafx.h> header is <stdafx.h> . If you do not include header files in it, then you will simply have to comment it out or delete it. That is, the work is simplified. And no one will ask what the title is.
#include "stdafx.hin all.cppfiles, then I get an error inVS15, where something like" maybe you forgot to write ... " - joch