This guide will show you how to import an image to Unreal Engine from the web or PC during runtime.
https://dev.epicgames.com/community/learning/tutorials/rZwp/unreal-engine-import-images-during-runtime
HOW I CAN DOIT BUT BY OPENFILE DIALOG TO ADD IT TO MY ACTOR
There are a few ways, but compatibility is really the main question here. If you only need the project to run on Windows, you can use the C++ and windows file dialogue option: Example The Open Dialog Box - Win32 apps | Microsoft Learn
If you don’t want to use C++, I suggest finding a file dialogue plugin like this: Easy File Dialog in Code Plugins - UE Marketplace
Its not working for me with files from my computer only with files online, I did try the file/// and its still not working to you might know why?