Hey Yoggi Vizulus,
Unfortunately, there is not a way to change basic shapes into BSP. The main reason for this is because UE4 is not a modeling program. BSPs are typically used for quick prototyping and blocking out a level for design purposes. While you can use BSP for a released game, it’s recommended for optimization purposes that you create a static mesh in your 3D modeling software.
Links for BSP assistance:
- [Geometry Brush Actors][1]
- [UE4 BSP Geometry][2]
Good luck with your project, please let us know if you have any further questions. 
Geometry Brush Actors in Unreal Engine | Unreal Engine 5.1 Documentation
[2]: Digital Tutors is now Pluralsight | Pluralsight