You can learn a lot by browsing the source code but the only reason I see to build UE4 from source is if you’re going to modify the engine. If you just want to make a game with UE4 as it is, then you don’t need to build it.
So, just use the pre-built version of UE4 that you downloaded from unrealengine.com. Start a new project based on a C++ template and Visual Studio will pop up with basic C++ code for you to play with. It doesn’t matter if you don’t see the UE4 source code project in your game’s solution, UE4 is already compiled, the UnrealBuildTool will automatically link your code with the engine code, all you have to do is [FONT=Courier New]include the headers you need to access UE4 functionality.
Straight from the documentation: