Got something wrong when calling function from Steamworks.

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// Copyright 1998-2019 Epic Games, Inc. All Rights Reserved.

#include "SteamworksGameMode.h"
#include "ThirdParty/Steamworks/Steamv146/sdk/public/steam/steam_api.h"

ASteamworksGameMode::ASteamworksGameMode()
{
}

void ASteamworksGameMode::BeginPlay()
{
	Super::BeginPlay();
	SteamAPI_Init();

}

Here is my code.
Failed to compile,it said that SteamworksGameMode.cpp.obj : error LNK2019: Unresolved external symbols__imp_SteamAPI_Init，The symbol is in the function “public: virtual void __cdecl ASteamworksGameMode::BeginPlay(void)” (?BeginPlay@ASteamworksGameMode@@UEAAXXZ) Cited in
1>F:\UnrealEngineProject\Steamworks\Binaries\Win64\UE4Editor-Steamworks-0021.dll : fatal error LNK1120:1 unresolved external command