How do I implement Steamworks with my game?

Hey guys, I was just trying to get steamworks into my game, however I am quite lost on how to implement it. I have installed the SDK and followed all the instructions on this guide; Online Subsystem Steam Interface | Unreal Engine Documentation
However, I am stuck where they tell me to install the module. Where do I put that code, and how can I recompile my engine so I gain access to the plugin? And also how would I be able to actually implement it into my game, I am completely lost and need some help. Thanks!