Compile Error while creating a new plugin in UE4

Hello,

I’m trying to create a new plugin in the unreal engine which depends on third-party library.
Here is the link to third party library which needs to be included in my custom plugin GitHub - Azure/azure-storage-cpp: Microsoft Azure Storage Client Library for C++

I Created a blank plugin from UE4 and when I include the library files of Azure Storage I gives me error while compiling.

I wanted to know what all should be included in build.cs file of plugin in order to compile it.
Is .dll and .lib must to be included while creating a new plugin ?

please look into my folder structure for the plugin and things I included in plugins build.cs file.