In Properties -> ColdFusion Project -> Additional source section one can add a linked folder i.e. a directory on the file system that you would like to add in the project.
If you want to add only a single file instead of entire directory then select the project, right click and select New -> File.
Click on the button 'Advanced' and select 'Link to file in the file system'.
Browse to the file in the file system by clicking the 'Browse' button.
After clicking OK you should be able to see the linked file in the project.
Let me know if this works for you.