I have the same question. We're not asking about where the generated files go on disk, but rather how assign particular header/source files to particular "filters" within the Visual Studio IDE.
For those of you who have Visual Studio, in the solution explorer, right-click on your project, then select Add>New Filter. This allows you to organize the files in the IDE, regardless of how they are arranged on disk.
Can filters be specified on the pro file so that qmake generates them in the resultant vcproj file?