NVIDIA GameWorks Integration

Answering my own question. Although it looks like the problem is with VXGI, it’s actually about NvVolumetricLighting.Build.cs not at the right location. I’ve followed @VItorEAFeliciano comment and it’s compiling now.
“Move ‘\Engine\Source\ThirdParty\GameWorks\NvVolumetricLighting.Build.cs’ to ‘\Engine\Source\ThirdParty\GameWorks\NvVolumetricLighting\NvVolumetricLighting.Build.cs’, regenerate projects.”