This one was a mystery. Since using System.Windows.Forms.Design does not acknowledge that the FileNameEditor class exists, I thought adding a reference to it is the only solution. But which one? There is no System.Windows.Forms.Design DLL. Turned out to be Systems.Design under the .NET tab when you add a reference.
This package does not exist by default when you use the using keyword to import all classes that belong to it. You would have to add a reference to it. On your Visual Studio’s Solution Explorer, right click on References, choose Add and under the .NET tab, look for System.ServiceProcess.