Unreal Engine is available in source form, though compiling the engine from source is enough of an annoyance that many people just use the binary versions you get through the launcher.
Back with UE 4.25, I got annoyed enough that I went into the source code and added support for full-screen mode on macOS to UnrealEd (the editor); the difference between the pulled-from-git version of the engine and the copy I was running on macOS is what’s referred to as a “patch”, because I’d saved it off as a file I could re-apply to each new version of the source when the engine got upgraded. Think of the file like a rubber patch you could apply when an inflatable boat starts leaking; you apply a patch to make the boat work the way you want (e.g., not sinking).
Hence, I patched the editor to add support for fullscreen mode.
Then I forgot about it, and now I’ve upgraded to a different laptop and use 5.0 on everything, so that patch file is long gone. (Plus, I doubt it would apply cleanly to 5.0 even if it wasn’t, since there’s been enough changes. I would likely need to start over on adding fullscreen support to UnrealEd for 5.0.)
If I were to do it again, it would make more sense to submit the change upstream to Epic, so that future versions of the editor had fullscreen support on macOS. (But I am not doing much development using the laptop at this particular moment, so my motivation to go make that change again is, admittedly, not large.)