Firstly this is not the Unity Editor.
Secondly make sure you have met all the requirements for building Unreal Engine from Source using this link “Building Unreal Engine” and this link “Setting Up Visual Studio for UE4”.
If you still don’t come right, please provide us with your build log as most times there is an error further up the chain that is causing the problem.
Did you run the “Setup.bat” and “GenerateProjects.bat” after you downloaded the source?