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Probably you need Windows 7 x64. I’m not sure if UE4 support Windows XP or Vista.
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I’ve seen it work on Vista 64bit…
But I would not recommend it on that HORRIBLE OS. Go get windows 7, 8 if you must run it on windows.
Also as a user of the Linux version, I can with confidence, say it works great most of the time. (I recomend Ubuntu or Linux mint for running UE4.)