Not direcly, UE4 got API for HTTP, but you need to manually dump content bytes (and you can access them via this https://docs.unrealengine./latest/INT/API/Runtime/HTTP/Interfaces/IHttpBase/GetContent/index.html , if it’s a text file thats even easier https://docs.unrealengine./latest/INT/API/Runtime/HTTP/Interfaces/IHttpResponse/GetContentAsString/index.html) in to the file in order to get downloaded file via HTTP on harddrive. Practically only thing HTTP does is download on demend, in case of webpages it downloads and process it in same time, so it everything works the same for any kind of data. Here you got API refrence for whole HTTP module:
https://docs.unrealengine./latest/INT/API/Runtime/HTTP/index.html
Here you got simple example how to do HTTP requests, search “HTTP” in UE4 github for more examples:
https://github./EpicGames/UnrealEngine/blob/ab9713f2c0346236b0fdd271d3304cf0991d23de/Engine/Source/Runtime/Online/HTTP/Private/HttpTests.cpp
Remeber to add “HTTP” module dependies in your build script of your game code module, same as you do with “AIModule” for AI stuff
It’s also good to learn how HTTP works when you using it:
if you ever played with php or any other web scripting you should already have idea how HTTP works, the interaction is the same just you in client side this time