(Answering an old question, because I came here to ask the same one.)
Add your engine's Public path to your compiler include path, so that the IDE knows where to find UE header files.
Where did you install the engine? Ex:
E:\Program Files\Epic Games\UE_4.26\
Then (assuming you're using Visual Studio Code, as recommended in the Udemy tutorial) go to: View / Command Palette / "C/C++: Edit Configurations(UI)"
Scroll down to "Include path" and, if missing, add your UE Public folder, ex:
E:\Program Files\Epic Games\UE_4.26\Engine\Source\Runtime\Core\Public
Intellisense should now know where to find CoreMinimal.h You
You may have to close and re-open your .cpp file to trigger the modified Intellisense path.
Also note that as of this posting 5/6/2021 Intellisense will continue to have difficulty loading CoreMinimal.h because of a separate and unrelated problem relating to macro expansion. You may see:
cannot open source file "UBT_COMPILED_PLATFORM/UBT_COMPILED_PLATFORMPlatformCompilerPreSetup.h" (dependency of "CoreMinimal.h")
cannot open source file "UBT_COMPILED_PLATFORM/UBT_COMPILED_PLATFORMPlatformCompilerPreSetup.h" (dependency of "CoreMinimal.h")
So while CoreMinimal.h will still appear red-underlined, the reason is different now. That's progress!
