Seems like a bug in 5.0.1. 5.0EA doesnt have it.
TEMPORARY FIX (this will break every time you regenerate sln files and wont help you when letting Unreal Engine build) : Visual Studio > Topbar > Project > [projectNmae]Properties > Left sidebar > Configuratino Properties > VC++ Directories > General > Library directories. There ensure $(LibraryPath) is filled in.
Not sure if one can use the C# build files to include this file manually?