You can use the Visual Studio Perforce plugin to do just that for your source file. However, you do have to get you .dll in checkout. About the .pdb like the error shown in your post, those can be removed from Source Control, if you don’t need to debug other people stuff (that is, if you want to debug, you can always re-compile in Debug by yourself, no need to keep the .pdb)
And yes, UE4 now comes into Modules, so you have a bunch of .dll you need to checkout! The way I’m working around this is, I got them all in checkout in a different Changelist, that I always keep on the side. I call it “Engine Stuff”. It’s also where all my source code modifications resides before submitting.
Anyway, once that is done, when you submit the Changelist, check the box that says “Checkout submitted files after submit” so you always keep those ready for a new build.
Anyway, that’s how I do it.
Hope this helps.
Mick