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How to build custom Program in my game project?

Is it possible to setup build of custom Program in my game?
I copied BlankProgram from ue to my Source/Programs folder renamed it, tweaked file path’s and build configuration. Even added MyProgram.uproject to the project root. But at the end it fails on linking of PCLaunch file which is not generated.
Is there any solution for this, or it is forbidden by UE EULA and that why is not possible?

I want to write a converter for my files to unreal engine packages.