Add ThirdParty project to my project

UE4 has the ability to import and export FBX files, using the Autodesk FBX SDK located in UnrealEngine/Engine/Source/ThirdParty/FBX.

The project I’m writing allows players to create their own models in-game, and I would like to include a way for players to export them to FBX. Since the UE4 sources already contain the SDK, can I link to those files and compile them into my project?

Within my ProjectName.Build.cs file, I’ve added the line

AddThirdPartyPrivateStaticDependencies(Target, "FBX");

which allows me to #include "fbxsdk.h" without getting compiler errors (yay!) but past this, I’m unsure what else I would need to do in order to compile and link the file dependencies.

Advice, including links to pages that show how to do this, is appreciated. I don’t mind doing my homework: I just need to know what direction I need to be going in order to properly Google the right stuff.

Honestly, when I tried to implement the PCL library for over a week, I went with the third option - creating dll’s is not that hard (I’m going to write a tutorial about it) and it shortens the compiling time of your project - the dll file is a ‘black box’ for your project, where you give input and receive output - for the other hand, if you include lot of headers and libraries just to add one function in game, compiling time will be longer - and you compile a lot!