That’s trying to compile a single file with GCC, you can see it doing
g++ RollBallPlayer.cpp -o RollBallPlayer
which says compile the single file RollBallPlayer.cpp and output an executable with the same name. Building Unreal projects in not that straight forward which is why it has its own build system. Also MinGW isn’t a supported compiler as far as I know.
I am pressing ctr+shift+b in vscode and compiling with g++.
Also, UE5 is unable to build the code either as I am unable to open this project, I am given the error message “(my game) could not be compiled. Try rebuilding from source manually.”
If minGW isn’t supported what software should I use? the tutorial did not specify this, they seem to be using a paid IDE.