you need to create a folder in your source folder Engine\Binaries\ThirdParty\Steamworks\Steamv139\Win64
There you copy all steam dlls you find at UnrealEngineSource\Engine\Binaries\ThirdParty\Steamworks\Steamv139\Win64
you need to create a folder in your source folder Engine\Binaries\ThirdParty\Steamworks\Steamv139\Win64
There you copy all steam dlls you find at UnrealEngineSource\Engine\Binaries\ThirdParty\Steamworks\Steamv139\Win64