Two Android device WiFi multiplayer?

How i can connect two android device on WiFi in UE4?

It should work the same as connecting a PC on WiFi. Have one Android Create a Session, have the other one Find and Join it.

UE4 replication system works the same regardless of platform, you just connect to server via IP

The sessions are only for listing server discovery,other wise you need to give server IP. For that you need game online service (Steam etc.), without it server discovery works only in LAN. But for development propercies you can just use IPs.