Play video online according to URL！
As a widget? As a launch clip? Maybe as a texture on your character armor? Or with a built in browser? As a level background?
From youtube? From a private server? From twitter? From spotify?
With the engine source? Maybe with a c++ project or maybe with blueprints? Or maybe you just missed to check the first result when searching in google after “ue4 streaming video” because you would have seen this: https://docs.unrealengine.com/en-US/Engine/MediaFramework/HowTo/StreamMediaSource/index.html
My rudeness is the price for my kindness because no one else would have answered that, I assume. Sorry.