Import minigame exe to ue4

Hello everyone so what I’m trying to do is import an exe minigame that I already made using ue4 a while back.
And I want to make it a minigame in my current project. I don’t want to migrate the game files and do it that way.
I want to import the actual exe that I have and play it that way. Is this possible?

If you want a better visualization think of the game Uncharted 4 a thieves end. There is a scene where you are playing the Playstation and your playing crash bandicoot. How did they do that!?