"My Project.dll" is missing, jow do I fix it?

So, whenever I want to start a basic c++ project the following appears:

The following modules are missing or built with a different engine version:

UE4Editor-(name of the project).dll

Would you like to rebuild them now?

The problem is, when I click “Yes” it always fails and asks me to compile it from source from manually. How canI do that?