Installing these “editor symbols for debugging?” could help to compile the servers? I know you need the source code of the engine to be able to compile servers. could this help? or do I have to install the engine from GitHub?
No, unfortunately you will need to download the source build from GitHub. A full guide can be found here: https://docs.unrealengine.com/4.27/en-US/InteractiveExperiences/Networking/HowTo/DedicatedServers/
The documentation mentions Unreal Engine 4.27, but it should still be relevant for Unreal Engine 5.
Best of luck! 
Thank you very much, you cleared my doubt in a fast way
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No worries!