You cannot do that in unreal. It has to be done in the program where you created the mesh. Or if you just downloaded the mesh from somewhere else you have to export it and open it in a 3d modelling software (3ds max, Blender, Cinema 4D or whatever) and make the UVs there. If you cannot do that maybe the last option is to use the “World aligned texture” node in your material. That would work to show the texture with some simple cube mapping but anyway you will never be able to bake the light without proper UVs on the mesh.