What you are downloading from github is not just flex files, it is an entire copy of the unreal engine 4 code, with modifications to add flex.
You have to use visual studio to turn all of that code into a complete, runnable copy of unreal engine. ie you are compiling the source code using visual studio.
Community edition of visual studio is free to download from microsoft.
The existing, runnable copy of unreal engine that you already have on your computer is not used by this process.