UE4 is not some enclosed application and C++ in is normal C++, so you can use external libraries as well as use static libraries and do whatever you like.
Just remeber that EULA forbits use of GPL, LGPL, and some Creative Comomns varians licenced libraries, or any other licence that are invasive and effect content of UE4 EULA
Platfrom specific API (like Windows.h in windows) are avable out of the bat, if you can use HTTP or any other TCP/IP network communication all you need to do is use UE4 APIs for those