2D or 3D?
You can use the tools in the Engine and make a matinee using your game assets.
Or, you can use and animation program and make a movie to play. Flash can be used but it’s definitely not the only choice. You can then play the movie on a UMG Widget. You can also use a 3D program such as 3DStudio Max, Maya, or Blender and render out a movie, it is really up to you.
Here is a link that gives an overview of several software’s to make animations: https://www.bloopanimation.com/animation-software/