What am I doing wrong if the Steam DLLs are not present or failed to load?

Hello,

I am attempting to use Steamworks integration with a source version of Unreal 4.

However, upon running the project editor, I get the following message:

LogOnline:Warning: STEAM: Steam DLLs not present or failed to load!
LogOnline:Warning: Unable to load default OnlineSubsystem module Steam, using NULL interface

I have the Steamworks SDK installed into the path given in the documentation, and moved the 32 bit and 64 bit DLLs into the Win32/Win64 folders as well. Copying the 64bit Steam DLLs into the engine and project binary directories does nothing either.

It turned out I’d misunderstood the documentation: I thought the binaries had to go into Engine/Source/ThirdParty/Steamworks/Steamv128/, but they actually go in Engine/Binary/ThirdParty/Steamworks/Steamv128/. Oops!