Cook Content for Windows - Missing UE4Game binary

I am investigating Unreal using 4.12 source downloaded from GitHub and a very simple c++ project (with Visual Studio 2015). I have been able to successfully cook content before but it is failing now. After clicking “Cook Content for Windows” in the File menu, I get a popup that tells me content is cooking and then the message:

Missing UE4Game binary.
You may have to build the UE4 project with your IDE. Alternatively, build
using UnrealBuildTool with the commandline:
UE4Game <Platform> <Configuration>

I have rebuilt both UE4 and my project from scratch for various configurations including Development and Shipping. Engine\Binaries\Win64\UE4Game.exe was built but I still get the message. I have looked through a number of similar questions but have yet to find one that applies and/or fixes the problem. I have attached what I believe are the relevant log files.

Hey bcollard,

Try going to File->Package Project and package the project for Windows first. After this, attempt the cook again.

Let me know if this helps.

Have a great day