I modified the ORMSupportClass project, the project now producess extra files and folders that are needed by the new ORMSupportClass. Now how can I instruct the code generator to copy those files and folders along with the new ORMSupport into a user LLBLgen project folder automatically?.

If you think it requires extra knowledge in how the code is generated by LLBLGen, can you instruct in which manual to read, for example template or sdk, and in which section.

Start with the section of the docs titled "Concepts - Task based code generation". You'll want to create a task to copy your files along with the others.