Building Unreal Engine from Source
Get the source code (https://github.com/EpicGames/UnrealEngine ).
Reun Setup.[bat/sh] to get the files the build process depends on.
Run GenerateProjectFiles.[bat/sh] to set-up your project files.
Build engine by [open and compile UE4.sln/make]
When done find binary for editor in Engine/Binaries/[Win64/Linux]
Run UE4Editor to run unreal engine editor.
Using the source build