Custom shaders go into the Engine\Shaders directory. What you will want to look into is Vertex factories. Take a look at my Fluid Surface plugin for an example of implementing a custom vertex factory that has its own USF shader. Make sure to be logged into your github account and that is linked to ur UE4 account before clicking the link (Otherwise u will get a 404 error): https://github.com/Ehamloptiran/UnrealEngine/releases/tag/FluidSurface-4.5