Hi @ouzi_g,
You are correct, this can be done. Unreal released something in UE 5.3 called Heterogenous Volumes that allows for the use of VDBs within the engine.
This tutorial is a good basic overview of how to use it:
This is another tutorial that quickly goes through the process and also provides some free cloud VDBs to test with.
Note that the VDBs do seems to have some issues with translucency sorting- particularly when interacting with water. Since you plan to use these for background mountains however, I don’t see that being much of an issue.