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Is there a way to use the transform gizmo that comes in the unreal editor in my game?

I want to use it for my game’s MapBuilder.
Of not, does anyone know where is the part of the code that is responsible for it’s behavior so I can at least learn from it?

No, the editor stuff is only part of the editor, not the engine in general

Look into the Engine/Source/Editor/ViewportInteraction folder. It contains all the viewport interaction code including the gizmos.