fatal error C1083: Cannot open include file: 'Px.h'

Instructions I am following : Building Unreal Engine from Source | Unreal Engine Documentation

Downloaded the source as a zip per the instructions.

Double clicked on GenerateProjectFiles.bat


Setting up Unreal Engine 4 project files...

GenerateProjectFiles ERROR: It looks like you're missing some files that are req
uired in order to generate projects.  Please check that you've downloaded and un
packed the engine source code, binaries, content and third-party dependencies be
fore running this script.



The instructions does not mention other stuffs to download aside from the sources. Any suggestion?

Edit : looked if there was any “required files” as in other older tutorials, but found nothing related.