OnlineSubsystemSteam, where are those header files?

Hey, in the documents it says for all steam functions:

Module: OnlineSubsystemSteam 
Header: Runtime/Online/OnlineSubsystemSteam/Public/OnlineSubsystemSteam.h 

In my sources, I don’t even have those OnlineSubsystemSteam folders and even not any .h files. Where can I find those or where can I download these? I have already implemented the SteamAPI and it’s showing up the Steam overlay too, but I can’t access any Steam functions. Please help!