I recently tried to include an external C++ library (namely the Point Cloud Library and boost) into Unreal. Because I barely found material/tutorials about that (would be nice to improve the documentation in this regard), I decided to make a complete tutorial on how to include an external third party library into unreal.
Here is the Tutorial on my blog: http://www.valentinkraft.de/including-the-point-cloud-library-into-unreal-tutorial/
A boost / PCL plugin template to be used as a starting point can be downloaded here:
Hope this’ll help some folk.