How to Build Engine Source Code?

Hi Developers!

I’m a rookie about UnrealEngine.
I’m looking for building way to engine source code. (exactly I hope to build ‘Engine/Source/Programs/PixelSteaming/WebRTCProxy’)
Because, I will try to cross-compile for running Linux environment. (Of course I know, it requires code-fix)
But, I don’t know how build this code anything.

When I run Setup.sh, It was just downloaded, didn’t worked build.

Could Anybody gives hint about it?