Most are made in after effects, what you’re doing is creating a simulation and then rendering that simulation frame by frame and then arranging each of those frames into a grid creating your sprite sheet(or flip book texture or as unreal calls it a sub uv texture) and then using a dynamic node in cascade. make sure you set your dynamic node to however many frames your sprite sheet is (6X6,4X4X, etc…)
https://youtube.com/watch?v=xmjntIQkfcsthis is a link to a nice video on how to make a smoke sprite sheet, I know it says for unity but don’t worry about that because the sprite sheets are universal. Hope this helps you if you have any more questions regarding particle effects feel free to pm me