Hello Vedat,
The thread that you've mentioned refers to a previous XAF version (CTP2, to be exact). So, the information given there is out of date. Currently, five projects (not three projects, as earlier) are generated in a solution. The recommended strategy is the following:
Use the application module to implement UI independent features.
Use the Module.Win project to implement Windows Forms specific features.
Use the Module.Web project to implement ASP.NET Web specific features.
So, like any Windows Forms UI oriented Controller, the NavBarViewChangingController should be implemented in the Module.Win project. The fact is that references to the DevExpress.XtraNavBar, DexExpress.Utils and other assemblies must be automatically set in the Module.Win project. It's a XAF issue that will be fixed in the next release.