VS: How to #include header from Engine/UE5 in Games/ProjectName

Assuming you enabled the plugins, you only need to add the modules to ProjectName.Build.cs. It should look something like this:

PublicDependencyModuleNames.AddRange(new string[]
{
	"Core", 
	"CoreUObject", 
	"Engine", 
	"InputCore", 
	"OnlineSubsystem", 
	"OnlineSubsystemEOS", 
	"OnlineSubsystemEOSPlus", 
	"OnlineSubsystemSteam",
	"OnlineSubsystemUtils"
});

The formatting does not matter whether it is a one line or multiple lines, but it should work when you include the headers without the entire path.