Hey guys. Hope your having a good Holiday so far!
Thanks to and aws357, I found out what I needed to do while working through the instructions. All I needed to do to get the #include “PhysXIncludes.h” to work was to modify the MyProject.Build.cs file like shown in the image below. That was a step included in 's tutorial, but I still ended up downloading and compiling the source code for UE4 which I’m not sure if I needed to do. Before taking the plunge to download the source, you can try to see if this simple step is all you need.