When I packaged my game yesterday for the first time on UE 4.26 for Win64, it compiled the .exe and a turbojpeg.dll
What is it and what does it do?
EDIT: This is from an engine installed from the Launcher
Unreal bundles/packages multiple files together, that is normal for engine.
If you unsure if that file is malicious get it as separate binary and submit to virus total.