Basic build steps for Epic users.

See here.

If you don't have Visual Studio intalled, get and get it done from here.
Download!

Find *.sln and open with Visual Studio (just click).
Restore NuGet Packages

Add bunch of references.

Following files are in %programfiles%\Epic Games\CitiesSkylines\Cities_Data\Managed.
- Assembly-CSharp.dll / ColossalManaged.dll / ICities.dll / UnityEngine.dll / UnityEngine.UI.dll etc.
EManagersLib.API.dll can be found in here

Open *.csproj with text editor and search "<PostBuildEvent>", read and delete or modify.
Select "Release".

If there's no "Release", use "Configuration Manager...".

Press F6.

If it succeed the files are in "bin/" under the directory of *.csproj (Sometimes in _requiredDLLs. It can be changed by the developer).