Version 4.20 of Unreal Engine does not generate includes for *.generated.h files. To fix this, you must modify your c_cpp_properties.json.
- Create an environment variables called
UNREAL_ENGINEpointing to the Unreal Engine folder (UE_4.20for example) with no trailing backslash. - Replace your
c_cpp_propeties.jsonwith the one below.
Visual Studio Code seems to not understand Include-What-You-Use style headers. To fix this, replace #include "CoreMinimal.h" and any other Unreal system includes with #include "Engine.h". This should fix Intellisense errors, at the cost of some initial compile time.