Looking for a location for user-created headers

You probably have them in the wrong directory. Assuming you're Windows based, and the name of your library file is WaveTableArray.h

  1. put the file in a folder named WaveTableArray
  2. put this folder in arduino-0015\hardware\libraries
    (or whereever your aduino files are)
    Note: this is NOT the directory in My Documents where you store the sketches)

Good luck!