For simple cubemaps, like what you rendered in blender, you can render them in ue4 with a captureCube component.
- add a captureCube to the world or to an actor blueprint.
- add new renderTarget cube for the captureCube
- then you rightick the rendertarget and save as static texture.
You can also convert jpg to cubemap by adding a uv sphere around a capturecube. Material has to be 2 sided. The material shading model set to unlit. texture plugged into emissive.