If you go to Downloadable Content (DLC) (Steamworks Documentation) they show how to add DLC to your steam game and there is an example into the sdk called space war into steamworksexample folder show how to implement things like avatar, score ect… Steamworks API Example Application (SpaceWar) (Steamworks Documentation)
The problem with unreal engine is once you compile the game to build shipping, I don’t think you can add assets to the game and see the content in game… it may need to recompile.
Big industry are able to get this done, like XCOM 2 you can buy DLC’s on steam , Tekken 7 you can buy a character so there is a way to do that but how… I’m not good enough in c++ to do something like that. sure thing it impossible to do that in blueprint. Sorry if I cant help you much.