See my post above. Running from the “binary” version of the engine will not allow you to compile dedicated server. There are many permutations for our static libs and it was decided that compiling with UE_SERVER=1 was not one of them.
You will have to get the source code from GitHub, get your project included when you GenerateProjectFiles.bat (either by setting your project next to \Engine\ or making sure your uproject files are setup correctly) and then build a Server for Win32/Win64 to generate a MyGameServer.exe file.
Additionally you will have to cook for WindowsServer target in order to have content to run with that binary. You have to use UnrealFrontend.exe (in the binaries directory or you compile) to cook the data.
Although I’m doing my best to advise, apparently this is in the “unsupported” state at the moment. It’s rough but we’ll get it going for you.