Getting the Unreal Engine code files and compiling the C++ project

Move the TouchDesignerConnection folder from the downloaded archive into the <UE project location>/Source/<UE project name> folder (there should also be the files <UE project name>.cpp and <UE project name>.Build.cs in there).

You also need to add "Networking" and "Sockets" to the list of PublicDependencyModuleNames in the <UE project name>.Build.cs file.

Next, open <UE project name>/Source/<UE project name>/Public/<the class you created earlier>.h. Copy <whatever>_API after the class keyword (probably in line 10).

Open <UE project name>/Source/<UE project name>/TouchDesignerConnection/TouchDesignerConnectionActor.h and replace BLANKTEST1_API with what you copied.

To compile the project, hit the button with a hammer and a leaf in the top bar in Rider.