chibitotoro I tried building from a 5.0 source but ended up getting a bunch of:
Cannot open include file: 'UnrealObjectInputRuntimeTypes.h': No such file or directory
Seems like the trick is to get the latest build off github at https://github.com/sideeffects/HoudiniEngineForUnreal [github.com] and then bring it into a C++ project first and try building. It will say that it can't find a specific version of Houdini installed. From that point you specifically installed that version. In my case it was the daily build from today at 19.5.442.
Once the versions are aligned the compile goes through.