Hi ,
Version 4.15 supports both Visual Studio 2015 (default) and Visual Studio 2017. If you are building the Engine from source code, you would want to open a command prompt after running Setup.bat and run the command GenerateProjectFiles.bat -2017. This will give you a Visual Studio 2017 solution for the Engine.
To use Visual Studio 2017 for projects, you can set your preference for which version projects use by going to Edit -> Editor Preferences -> General -> Source Code and choosing Visual Studio 2017 in the Source Code Editor setting.