Hi there,
the only method I know is about volume textures: You store your volume in a texture in form of multiple slices, like in a flipbook. In Unreal, you can sample them in a volume material and put the material on a box for example. This material is then able to fully interact with you scene: you can walk through, it is affected by light and your global volumetric fog settings. Here some links about the topic:
Volumetric Fog | Unreal Engine Documentation (Local Controlls)
Post Page
I hope that helps!