Basicaly, you just develop the game over UE4, and when you’re ready to deploy it on various platforms you just intergrate the SDK to the build. I assume that you know that you can’t have huge levels/details on mobile and that you can’t literaly deploy a console/desktop game to a mobile?
BTW when you apply to build your game for console platforms, you don’t get the SDK’s easily. Your project has to be a commercial project and not just for friends and family.