Getting dll error when you try to start the UE4 message'' fbx sdk-2013.3.dll '' solving.

fbxsdk-2013.3.dll should be in the same folder as your UE4Editor.exe(the same folder you have pictured). Is that file missing? If you got everything from github, make sure you properly extracted Required_1of2.zip for Unreal Engine 4.01. You can find it here:

If you installed everything from the Unreal Engine Launcher, then you can probably Verify your installation from there.