Importing an engine header file?

I had the same problem when my project was using 4.10.

I upgraded it to 4.11, then i added include as:

#include "FindSessionsCallbackProxy.h"

And then I just added module in MyProjecet.Build.cs like:

PublicDependencyModuleNames.Add("OnlineSubsystemUtils");

And voila! Hope it will help anyone out there. I’ve spent hours before figuring our that the upgrading project to 4.11 was the key. >.>