Hi Gioele,
In Unreal you can create a “Dynamic Material Instance” (There is a node called Create Dynamic Material Instance") and then apply it to an object. You can then use the nodes called “Set Scalar Parameter Value” and “Set Vector Parameter Value” to set the value of a parameter within a dynamic material instance.
To create a parameter in a material, right click on something and press “Convert to Parameter.” Alternatively, hold S and click anywhere on the material graph for a scalar parameter.