Hi Daverm,
There are a couple of ways to go about setting up destructibles like you’re seeing in the videos. Those are meshes that are setup using PhysXLab or 3dsMax/Maya plugin.
Unreal Engine 4 only has one depth level meaning that it is either fully destroyed or not at all. There are no support chunks in the engine at the moment. (In UDK this was working and easily setup within the editor and may be setup the same in UE4 in the future)
Nvidia’s PhysXLab Destruction Tutorials
This series of tutorials is a great place to start. It’ll work out of PhysXLabs standalone application and give you a good foothold for getting started. They are easy enough to follow that it should be fairly straightforward.
The best ones to start with are:
Slice and Cut Fracturing: Both of these go hand in hand but they do show you how to have a support depth so that you have a base wall that cannot be destroyed and have chunks break off.
Multiple FBX: This good for seeing how support depths work. You won’t necessarily need multiple fbxs like this but it’ll give you a good understanding of support depth and how to quickly set it up.
Jersey Barrier: This is a cool one. The vids you posted use this method. Which is to have large chunks that when destructed are erased and replaced with a GPU particle effect that is spawned to make it seem more debris heavy than if you made it custom.
Another couple of things for settings in UE4:
Open your projectile blueprint and change the collision to custom. Change the overlap part from block all to destructible.
Find your destructible mesh in your scene and under the collision change that to custom and change the overlap to projectile.
This should get you started automatically with the destructible breaking on impact with the destructible.
If you have any questions please let me know. I’ll be more than happy to help you get some cool destruction things going. 
Tim