There are quite some resources out there that should help you start with async loading you assets:
- Asynchronous Asset Loading | Unreal Engine Documentation
- [TUTORIAL] C++ - Runtime Async Load Modular Character (Intermediate) - Community & Industry Discussion - Unreal Engine Forums
- A new, community-hosted Unreal Engine Wiki - Announcements - Unreal Engine Forums
If there is something that you do not understand I can gladly put some light on it ^^. Drop me a comment if you have some struggles.