How to get Unreal find headers needed for my code to work?

I am trying to open a dialog to select files under UE4, using OpenFileDialog.

I added this to my build.cs

PublicDependencyModuleNames.AddRange(new string[] { "Core", "CoreUObject", "Engine", "InputCore", "DesktopPlatform" });

In my header:

#include "IDesktopPlatform.h"
#include <Developer\DesktopPlatform\Private\Windows\DesktopPlatformWindows.h>

Second line suggested by IntelliSense...

I am adding dummy values to my code to start with:

void AFileDialogOpenerActor::OpenFileDialog() {         
    FString defaultFile = "";
    FString fileTypes = "";
    TArray<FString> outFileNames;       
    uint32 flags = 1;               
    FDesktopPlatformWindows fpl;
    fpl.OpenFileDialog(0, dialogName,defaultPath, defaultFile, fileTypes,flags, outFileNames);  
}

When I try to compile, I get these linker error messages:

If I replace the above includes in the header to these:

#include "IDesktopPlatform.h"
#include "DesktopPlatformWindows.h"

In message log:

cannot open include file: "DesktopPlatformWindows.h" no such file or directory

If I play around with these includes, I get a mixture of these messages.(Either a linking error, either no such file, or the bunch of linking error messages) I took a look at containing folders of the headers and they are indeed there and public.