[TUTORIAL] Using Assimp with Unreal Engine

“Now, we will need to modify the Build.cs of Unreal Engine. If your game happens to be pure Blueprint, create an ActorComponent, we will use it as our interface with Assimp, and that will create the Build.cs for you.”

Somebody can help me understand what does it mean and how can I follow this step?
I mean, where I can find the Build.cs file?