To do this you will need to create a blueprint to obtain the value, and pass it to the material.
First in the construction script create a Dynamic Material Instance, and save it to a variable like so (connect one of these to the Construction Script pin:
Then using that variable, you can set the light vector by creating a Vector Parameter in your material, one of these:
And from the Tick event in your blueprint, update the value with this setup:
EDIT: MID SKy should be your MatInstance, in case that wasn’t clear.
Let me know if you need any further info!