In UE it is easy to loop a sound, as what is posted by Gobli989 above.
To make the sound loop SEAMLESSLY, the crossfade effect do a very good work for me. I have not find an obvious way to do this in UE, but it can be easily done with assistance of other free software like Audacity. There are some articles introduce such topics, I reference here How to make a seamless loop in Audacity - Game Dev Beginner .