Construct path for #include directive with macro
I tend to agree with the comment in utnapistim's answer that you shouldn't do this even though you can. But, in fact, you can, with standard-conformant C compilers. [Note 1]
There are two issues to overcome. The first one is that you cannot use the ## operator to create something which is not a valid preprocessor token, and pathnames do not qualify as valid preprocessor tokens because they include / and . characters. (The . would be ok if the token started with a digit, but the / will never work.)
You don't actually need to concatenate tokens in order to stringify them with the # operator, since that operator will stringify an entire macro argument, and the argument may consist of multiple tokens. However, stringify respects whitespace [Note 2], so STRINGIFY(Dir File) won't work; it will result in "directory/ filename.h" and the extraneous space in the filename will cause the #include to fail. So you need to concate Dir and File without any whitespace.
The following solves the second problem by using a function-like macro which just returns its argument:
#define IDENT(x) x
#define XSTR(x) #x
#define STR(x) XSTR(x)
#define PATH(x,y) STR(IDENT(x)IDENT(y))
#define Dir sys/
#define File socket.h
#include PATH(Dir,File)
Warning: (Thanks to @jed for passing on this issue.) If the strings being concatenated contain identifiers which are defined elsewhere as macros, then unexpected macro substitution will occur here. Caution should be taken to avoid this scenario, particularly if Dir and/or File are not controlled (for example, by being defined as a command-line parameter in the compiler invocation).
You need to also be aware than some implementations may define words which are likely to show up in a token-like fashion in a file path. For example, GCC may define macros with names like unix and linux unless it is invoked with an explicit C standard (which is not the default). That could be triggered by paths like platform/linux/my-header.h or even linux-specific/my-header.h.
To avoid these issues, I'd recommend that if you use this hack:
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you use a C (or C11) standards-conformant compiler setting, and
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you place the sequence very early in your source file, ideally before including any other header, or at least any header outside of the standard library.
Also, you wouldn't need the complication of the IDENT macro if you could write the concatenation without spaces. For example:
#define XSTR(x) #x
#define STR(x) XSTR(x)
#define Dir sys
#define File socket.h
#include STR(Dir/File)
Notes
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I tried it with clang, gcc and icc, as available on godbolt. I don't know if it works with Visual Studio.
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More accurately, it semi-respects whitespace: whitespace is converted to a single space character.
I would like to have include file paths dynamically created by a macro for a target-configuration-dependent part of my program.
You should be unable to (and if you are able to do so, you probably shouldn't do this).
You are effectively trying to do the compiler's job in a source file, which does not make much sense. If you want to change include paths based on the machine you compile on, this is a solved problem (but not solved in a header file).
Canonical solution:
Use an IF in your Makefile or CMakeLists.txt, use custom property pages depending on the build configuration in Visual Studio (or simply set the particular settings for your build in the OS environment for your user).
Then, write the include directive as:
#include <filename.h> // no path here
and rely on the environment/build system to make the path available when the compiler is invoked.
This works for VS2013. (It can be done easier, ofcourse.)
#define myIDENT(x) x
#define myXSTR(x) #x
#define mySTR(x) myXSTR(x)
#define myPATH(x,y) mySTR(myIDENT(x)myIDENT(y))
#define myLIBAEdir D:\\Georgy\\myprojects\\LibraryAE\\build\\native\\include\\ //here whitespace!
#define myFile libae.h
#include myPATH(myLIBAEdir,myFile)