I developed an environment using Unreal 4.25. In order to connect it with Airsim, I followed the instructions given over here - https://microsoft.github.io/AirSim/unreal_custenv/.
I'm stuck at the point where they say to right click the .uproject file and select Generate Visual Studio Project Files, since I do not have that option.
The tips given in the documentation are helpful. However, that was not my issue. I did not restart Epic games after installing Unreal Engine therefore the project file extensions were not associated with my Engine. Please refer to this post for more details - https://github.com/microsoft/AirSim/issues/1219