Здравствуйте, alexqc, Вы писали:

[]

Например так —

class drop_names
{
    std::vector<TCHAR>    drop_data_;
    size_t                cur_index;
    bool                locked_;
public:
    drop_names() : cur_index(0), locked_(false) { }
    bool add(const TCHAR* name)
    {
        _ASSERTE(!locked_);
        if (locked_)
            return false;

        const size_t name_size = lstrlen(name);
        drop_data_.resize(cur_index + name_size + 1);
        memcpy(&drop_data_[0] + cur_index, name, name_size * sizeof(TCHAR));
        cur_index += name_size;
        drop_data_[cur_index] = _T('\0');
        ++cur_index;

        return true;
    }

    const TCHAR* lock()
    {
        drop_data_.push_back(_T('\0'));
        ++cur_index;
        locked_ = true;

        return &drop_data_[0];
    }

    size_t size() const { return cur_index * sizeof(TCHAR); }
};

const TCHAR* name1 = _T("c:\\temp\\mycoolfile1.txt");
const TCHAR* name2 = _T("c:\\temp\\mycoolfile2.txt");
drop_names names;
names.add(name1);
names.add(name2);
const TCHAR* file_names = names.lock();

DROPFILES drop_struct = { sizeof(drop_struct), { 0, 0 }, 0, 0 };
const size_t drop_size = sizeof(drop_struct) + names.size();

HGLOBAL drop_data = GlobalAlloc(0, drop_size);
HGLOBAL drop_effect = GlobalAlloc(0, sizeof(DWORD));

unsigned char* clip_data = reinterpret_cast<unsigned char*>(drop_data);
unsigned long* clip_effect = reinterpret_cast<unsigned long*>(drop_effect);
        
*clip_effect = DROPEFFECT_COPY; /* or DROPEFFECT_MOVE */
memcpy(clip_data, &drop_struct, sizeof(drop_struct));
memcpy(clip_data + sizeof(drop_struct), file_names, names.size());

BOOL res = OpenClipboard();
_ASSERTE(res);

res = EmptyClipboard();
_ASSERTE(res);
    
HANDLE data = SetClipboardData(CF_HDROP, drop_data);
_ASSERTE(data);
const UINT cf = RegisterClipboardFormat(CFSTR_PREFERREDDROPEFFECT);
_ASSERTE(cf);
        
data = SetClipboardData(cf, drop_effect);
_ASSERTE(data);

CloseClipboard();

ЗЫ Особо не тестил, так что може где огрехи есть, но думаю идея понятна.