Go to Tools - VSdocman menu or press VSdocman button on standard toolbar. VSdocman dialog appears, select Project Properties pane. Set Code Members - Files page.
Here is a list of all available source files in the active project. Check those which you want to compile. Unchecked file acts as if it would not exist in the project, so no topics for a class nor for its functions, methods, etc. will be created.
The files are presented as a folder tree. You can easily select and deselect whole subtree of a folder. Each folder shows information about selected and total file count in the entire folder subtree.