This is actually something that's not specific to Unreal Engine 4. OAuth is an authorization token so you don't need to log in with credentials. You first need to generate this token using your credentials. As your error message shows, you need to set your token. Before you set the token, you need to generate it. You do that at the link provided in your error.
Now that you have a token, you need to set it. As stated in the instructions found in your first link:
Create a new personal access token here:
https://github.com/settings/tokens/new and set OAUTH_TOKEN environment
variable to it.
Information for setting an environmental variable can be found here. Basically: