It was needed because I deleted my .idb file and the error message told me to rebuild the precompiled headers.
Precompiled header produce .pdb file, while according to documentation .idb file is:
The state file, containing dependency information between source files and class definitions, which can be used by the compiler during minimal rebuild and incremental compilation. Use the /Fd compiler option to specify the name of the .idb file. See /Gm (Enable Minimal Rebuild) for more information.
To rebuild a project you can go to Main menu -> Build -> Rebuild. To rebuild just precompiled header you can open context menu in Solution Explorer for precompiled header .cpp file and chose Compile item.