This is what's meant by adding a framework as a target dependency:
Those are all under your project settings. You shouldn't need to do
anything with your scheme.
As far as the header file goes, you have to make sure your Header Search
Paths are set correctly in your Build Settings. If you look at the sample
applications that ship with the project, they have that set to
../../../framework (with the recursive search box checked),
which is the relative path to the framework from their project directories.
You need to find what this path is for your application project relative
to where you placed the GPUImage source.