Of corse it’s possible if you use C++, it’s fully functional C++ so you technically can do anything. You have 2 options, either get some external library or implement protocol yourself
Here you have how to use external libraries in UE4 in static and dynamic linking:
Remember to look on library licence, you can’t use GPL or CC or any other invasive licences with UE4.
Since this seem to use UDP you can use network socket to communicate, of corse you would need to implement entire protocol support (you also need to study it’s specification), but what you trying to do is simple you can just stright up send static data. Here you have some examples of UDP use
1st option is easiest, just remember to watch out for licencing.
Also, there no need to modify enigne for this, by making game module or plugin module, you already extending engine and practically it’s the same as modifying the engine code. So whatever you do do it in your module.