Included is the mkb file that I have been using for several projects, this is the Tweejump.mkb file. It is located at 2d-x\tweejump\tweejump.mkb, one level below the cocos2d-x distribution.
The source files are located in the directory “Classes” with no subdirectories, you can see below in the “files” section it is using .h and.cpp to pickup all the source files.
I have bascially just been keeping the same file structure between projects to keep it simple and use the same mkb file and just renaming it for the project and placing it in the new project location.
The entire project directory structure is:
cocos2d-x\tweejump Classes (all source code and header files)
Resource( all images, plists, app.icf etc, can have subdirectories but must specify that in the source code)
This is the section of the mkb file that tells Marmalade where your project source files are: