Cross-compiling setup needs UE4 build from source?

I wanted to cook my project for Linux so I was reading the instructions to achieve this.

I installed the toolchain and added the environment variables, but the next step confuses me. I am supposed to build UE4 source? Nowhere in the instructions was stated that I had to clone UE4 or even have Visual Studio installed.

I’m not complaining I have to do this, just noting that there is a missing step on the wiki if that’s what you’re supposed to do. I was expecting it would be more like a plugin but I guess the UE4 libs have to be crosscompiled as well.

If that’s the case, how does that work with my current Editor installation? I used the Epic Installer to install the engine. I am a bit confused about this.