YOU have everything downloaded, now what?
Launch the Unreal Engine 4.26 from the Epic Games Launcher.
In the Select or Create New Project Window, select Games in the New Project Category section and then hit Next
Next select a Blank Template and then hit Next
And in the Project Settings Select C++ Project, Scalable 2D or 3D and Mobile/Tablet
Choose a name and where you want to save it.
Then hit Create Project