I try to manually create a IDL file, and add it to the project, like below:

[object, uuid(12345678-a612-1234-1234-123112343123)]
interface sayhello :IUnknown{
 import "unknown.idl";
 HRESULT SayHello(void);

However, upon compiling, I got this error:

midl : command line error MIDL1001 : cannot open input file unknown.idl

how can i do then?

The file you need is unknwn.idl (note omitted 'o'). Typically, you use

import "oaidl.idl";
import "ocidl.idl";

at the top of your IDL outside the library block, and

 importlib("stdole32.tlb");
 importlib("stdole2.tlb");

at the top of your library block. This brings in all the standard OLE
interfaces.
--
With best wishes,
    Igor Tandetnik

"For every complex problem, there is a solution that is simple, neat,
and wrong." H.L. Mencken

First off, why on earth do you import an IDL file in the middle of
an interface definition?

As for the mising IDL, it has never existed in the first place. Are
you by chance looking for unknwn.idl?

--
=====================================
Alexander Nickolov
Microsoft MVP [VC], MCSD

MVP VC FAQ: http://www.mvps.org/vcfaq
=====================================