I don’t know of any specific tutorials for UE4
I would add the following to your watch list as they teach exactly what you are trying to do and more only with the processing language.
If the link does not work search:
Creative Programming for Digital Media & Mobile Apps by University of London
If it was my thing, I would take it on like any game project. Break your big question into small questions. Instead of asking how do I build a whole program. Maybe start by saying how do I get a song into a Library> Then multiple songs. Then create a volume knob and make it work and so on.