Can't get IDesktopPlatform::OpenFileDialog to work

Hi everyone,
Just getting into Unreal development and C++, so I am still a bit confused with terms and stuff.(Unity background)
I cant get Unreal to compile my code.
I have includes declared in a header of a simple cpp file, but for some reason the compiler can’t or doesn’t want to see the code in them.
I keep getting linking or compile time errors, no matter how I play around with the includes and stuff.
I also edited my build.cs and added the desktop platform module.
I am using c++17.
Please see full details here.