Hello ThomassKasene,
Okay I’m not a Epic Dev but I’ve been using UE4 from launch. A bit of terminology to keep things straight. UE4 basically has 3 high level screens. The Editor launcher which is kind of like your master hub for all the games you are building. From the Editor Launcher you can create a new game or select one you have already built and launch that game’s editor. Finally you have the game itself. There are two methods to using UE4. You can build it from source if you plan on making fundamental alterations directly to the game engine or plan on contributing to the development and improvements of the foundational Game engine itself. Or you can use the installer if you plan on just building a game and/or adding new tools for your game(s).
I maybe wrong on this… but It sounds like you have setup the engine from source rather than the installer, which maybe why you are seeing the 39 project files that make up the UE4 Engine and editor. I believe there is a configuration value that you can set to not display the UE4 directories when you are working on your game.
Okay as for the relationship… Again I am not a dev but my observations follow. For both the Source Built editor and the installed editor you can use C++. You install or create the editor in the directory you choose. Then when you create a new game, it is created in it’s own separate directory (usually under your documents folder). All source code and game assets are kept in this separate folder (if you are used to UDK this is quite different from what you are used to). In General UE4 utilizes and compiles to dlls (or other types of code libararies) it calls editor or game modules. Now every project has one or more editor and game module that it loads when you launch that game’s editor. The Editor modules allows the editor to load up the code you have written and work with it directly in the editor so you can create blueprints and instantiate custom actors or pretty much do ANY thing you want even TO the editor itself (just for that game). A Game Module is used by your game to run the custom code you have written to play the game. From your point of view as a developer you write one code base and UE4 handles the rest.
So why doe sit say UE4Editor.exe? If you are building from source as I suspect it is because you are building the BASE game engine, hense UE4Editor.
Why is there no executable in your binary folder? I actually do not know this one, My guess is that if you are using the editor from source you are only building the UE4 Base Editor and not YOUR game’s editor or game for that matter. From Visual Studio, launch the editor “Build->Start Without Debugging” and that will launch your editor. Then from your built editor create your game project. If you already have a game, you want to ONLY open up that game’s Visual Studio file from it’s directory (usually found under your documents/UE4/MyProject). Build that, “Start Without Debugging” and start adding code.
As a final note… The C++ code you write is not exactly the C++ code that runs. To facilitate the development UE4 utilizes a build Tool that basically reads your code, processes it into some Reflection Objects, stub functions for Blueprints and Replication and THEN Creates and links the object files to create the dll. Basically there is a tiny bit of magic between pushing the compile button and running the game or editor.
if absolutely NONE of this helped lol try these areas of documentation 
Documentation - Development Setup - General for working with the Engine using Visual Studio. How to Setup, How to create classes from the editor. Took me a while to get all this…
Coding Standard - this is VERY IMPORTANT to know if you are working with C++. The reason is not for your own coding standard but IMMENSELY helps to understand the engine as a whole and at a glanse as each class is prefixed with a letter to denote what it’s most important base class is or general type. This is important because the Build tool uses these prefixes and will error if they are not correct.
Documentation - Game Modules - general overview on what game modules are.
Introduction to UE4 Plugins - nice overview of UE4 Plugins (which are actually a type of module and you can use to create your own secondary game or editor modules).