Currently there is no exposed functionality through blueprints to execute HLSL, but at the material editor you can place a node called “Custom” which enables you to write HLSL code (you can edit the code in an outside editor and paste it inside the node) or if the work you are currently doing is a lot more complex you have two choices:
- There is an Epic plugin called Lens Distortion (found alongside with engine, even the installed via Launcher) which has everything you need to understand how to use large portions of HLSL code to implement a Pixel Shader and how the work is done with UE4 library (most of it are macros to hide details).
- Check the UE4 source code to find how Compute Shaders are done, mostly you will find good code which implements the Bloom effect with Convolution Kernel (uses Fast Fourier Transform - adv math) and currently I could say it is a good reference.
HLSL is quite easy as a language, but the trickery you can do with it requires a large amount of 3D computing graphics, and depending on the level of usage you seek, even a more than average math knowledge to master it.
GL on your endeavours!