What version of the Engine are you using? AsyncTask is relatively new - I’m not sure if it’s already in 4.9. You may have to use the code from the Master branch. You should be able to find out by opening Async.h - the declaration of AsyncTask() should be at the very bottom.
You can just implement it yourself in your own project for now. The code is really simple. Here is the declaration and the implementation. As you can see, it’s just a convenience wrapper around the TaskGraph API.
2>D:\Dropbox\MusicalRange-4.14\Source\MusicalRange\SteamManager.cpp(39): error C4573: the usage of 'USteamManager::MusicalRangeGameInstance' requires the compiler to capture 'this' but the current default capture mode does not allow it
2>D:\Dropbox\MusicalRange-4.14\Source\MusicalRange\SteamManager.cpp(39): error C3493: 'isCurrentOverlayActive' cannot be implicitly captured because no default capture mode has been specified
VS notification:
An Enclosing-funciton local variable cannot be references in a lambda body unless it is in the capture list.