When opening some of Epic's sample projects, you'll notice that not all of them come with Visual Studio projects.
What if you want to peek behind the code though, and add some of your own? Well fortunately Unreal Engine 4 can do that for you.
Creating the sample project
Let's use the Strategy Game sample in this instance. Download the sample from the main menu which appears when you launch UE4.
Open the project, then in windows explorer, browse to the location of your new Strategy Game. In my case, the path is: C:\Users\HomeDesktop\Documents\Unreal Projects\StrategyGame
Generate the VS project
You'll see round blue icon, with the white letter "U", representing thee Unreal Engine, inside that folder. The type should read "Unreal Engine Project File."
Right-click on that icon, then left-click when the text appears which reads: "Generate Visual Studio Files"
The command line prompt will appear, and it will begin to generate a VS project for you. Just above your Strategy Game project, you should see a new file for Visual Studio. Open it up to take a peek at all of the C++ code behind your game!