Do you have this problem? -> https://forums.unrealengine/showthread.php?60906-Unreal-Tutorial-Particle-System-doesn-t-seem-to-have-any-actual-fire&highlight=fire 
Solution:
-open the particle system
-switch to the content browser and select the “M_smoke_subUV_blackbody” material
-go back into the particle system - click onto “required” - add the material
-now it should work