Hi ,
With the binary version of the Engine (installed through the Launcher), the source code files are available for you to view, but they cannot be edited or the Engine rebuilt. If you are using a binary version of the Engine, you will not be able to make changes to the source code. However, you can still create a code game project by using one of the C++ templates when creating a new project, or by adding a code class to a Blueprint project. Both of these options will result in a Visual Studio solution being created for the game project.
If you download the source code from GitHub, you have the ability to modify any source file, and can rebuild the Engine to include your changes. This is only possible if you are using the source code version of the Engine. Unfortunately you will not be able to change the Steam SDK version if you are using the binary version of the Engine.