I personally prefer a cinematic to show such stuff (probably you could do both -> a cinematic + free walking) 
But anyway, as already mentioned, package your game: https://docs.unrealengine/latest/INT/Engine/Basics/Projects/Packaging/index.html
I personally prefer a cinematic to show such stuff (probably you could do both -> a cinematic + free walking) But anyway, as already mentioned, package your game: https://docs.unrealengine/latest/INT/Engine/Basics/Projects/Packaging/index.html