Missing files to rebuild PhysXVisualDebuggerSDK lib files

I’m trying to build the PhysXVisualDebuggerSDKCHECKED.lib file with PX_SUPPORT_VISUAL_DEBUGGER defined but I seem to be missing some header files. I’m looking for NpFactory.h and ScPhysics.h but they are not anywhere in the PhysX Core Directory (or sub directories of course).