In case of UE4 is cross-platform engine you can’t use windows.h. I mean even if you were able to include windows.h then you will have big problems when compiling this game for PS or XBox or even Android.
Avoid using platform-specified libraries and headers, engine already have libraries to work with different platforms using same methods.
If you didn’t change anything, then someone figured out the way to enable windows.h or another header containing this one (sadly it is possible) what is not covered by source control. Basically you need to ask to not to use it and replace with something else.
I can say what you can use to replace if you find anything.