First I show you which tools and software you need and where to get these for building the engine.

Visual Studio 2017:
https://visualstudio.microsoft.com/vs/older-downloads/

.NET Framework 4.6.2 SDK:
https://dotnet.microsoft.com/download/dotnet-framework/net462

And then where to get the UE4 Source code from:
https://github.com/EpicGames/UnrealEngine

After that we clone the project from the github, get the dependencies and then compile it with Visual Studio.

In the end I also show you how to debug the code and step through it while the Unreal Engine is running.

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