To adapt with Steam, please integrate UE 4 with Steamworks. It is better to connect the connection method later using the online subsystem session instead of the IP address. I will show you how to integrate with my blog.
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http://pocketstudio.isa-geek.org/archives/392/ue4-onlinesubsystemsteamを使ってネットワーク対戦を行うまで①.html
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http://pocketstudio.isa-geek.org/archives/431/ue4-onlinesubsystemsteamを使ってネットワーク対戦を行うまで②.html