Hi
I don't think you can direct VP to the location of the files in one fell swoop. Even if you grab all the files together into the same folder, which is what you should do for starters, you will still have to identify them one at a time.
i.e. click the file in red, file details, locate, click the file, open,OK.
You will have to do this for every file. It's not possible to "select all" the files in the new folder for this task to be done for them all.
Nat