DMX Tech Inside Unreal Engine Used In A Music Video For Shaq(DJ Diesel) & Soltan

Yes, there is a program called MagicQ by ChamSys where you can connect it to Unreal Engine and it can control the lights (pyro, moving head etc.) and has many presets and keyframes in it that you can use too.
That can also be controlled with a MIDI controller as well.

Or you can also use a MIDI controller to connect it directly to a parameter within DMX.

there is a tutorial that shows how to connect MagicQ to UE: