We now have our environment setup to run the unreal engine editor along with visual studio. If you are on windows 7 you'll need one final step in downloading some additional SDKs for Windows 8 and Windows 10.
Lets jump into the editor and launch Unreal Engine. Create a new project and switch to the C++ project type. Basic code with default properties is fine for now.
Now as mentioned if you are on windows 7 you'll need to download two updated SDKs for windows 8 and 10 compatibility.
You may find the source of the solution in the Unreal answers site at the link below otherwise you can download the two packages from microsoft at the following links. All links are also in the description.
Download and install the windows 8 SDK:
Then download and install the Windows 10 SDK:
After both the SDKs have been installed close out of the Unreal Engine editor and restart it.
Once we are back up and running select the C++ tab again and pick First Person. Again defaults with start content is fine. Pick a name for our test project and select Create Project. Now the Unreal Engine is going to utilize the tools available via Visual Studio to compile the unreal engine project's C++ source as well as launch an instance of Visual Studio with the project's C++ code.
After everything has been loaded and launched hop over to Visual Studio and we can start exploring the structure of the project with both the Unreal Engine source code and your project's source code.
Under our project's source folder we can see the starter content & code that Unreal created for us. We have our ProjectName.cpp in this case UECastsEnvSetup.cpp which is the base file of our game. Followed by the Character.cpp file which gives us our basic starting controls and player camera setup.
Back in Unreal Engine click the play button and you'll be able to preview the game and shoot projectiles from the gun. Now that we have everything setup we'll jump right in to developing within Unreal and get familiar with C++ development in UE4.