You do not have to build the engine every time you compile your code. If you create the code project from within the editor only your code will be compiled and linked to the engine code. Matter of fact, the engine code should show as readonly in VS if you choose this option. And is pre-compiled.
IF you want to modify the engine code, you will need to download the code from GitHub, run some files, and spend about an hour compiling the code, I assume this is not the common use case, and you likely didn’t do this from the start, nor will you need to do this now.
So to answer your question, the easiest way to modify game code, would be to load it into VS, right click on the game project, and click build.
BTW just for general info: If you click “Build Solution” from the menu bar at the top, the build will now fail in 4.9, you need to right click on your game project and select build there.