Immersive idle game on PC

Is there a way of doing a game that can “Merge” with the PC screen? like in this game “Rusty’s Retirement”
Rusty’s Retirement on Steam
I thought this was a great idea for a game but how can I replicate this in ue5? like the top of the house in this image is like “going outside” of the game.

Anyone knows how to do this? thanks!