You append a 3rd-value (B/Z) to the 2value UVs (RG/XY). This value in the third-slot tells Unreal which layer to pick, starts at 0.
If you need a set-of-textures, you can also look into UDIMs with unreal. This makes a single addressable page/table, rows and columns of all your textures laid out, and you pick by adding the row/col value to the UVs. So in a 3x3 page, I pick the one on the lower right by using UVs 2-3 for X and 0-1 for Y (first row).
This matters b/c TexArrays do not currently support virtual textures:

