Hi,
The GitHub distribution process has changed slightly in th past.
Now you only need to download one zip (from the github page, not the client).
Then you extract it, run setup.bat, which will download all further dependencies.
After that you hit CreateProjectFiles, after that you open the UE4 solution in VisualStudio and compile away… 
No no longer fiddeling with multiple zips and stuff. I like it
Cheers,
Klaus