It might be possible, but I highly doubt it would be without very significant work (I would be very happy if someone can tell me otherwise though).
You’d need to create a plugin which is capable of interfacing with the EV3, and you’d also need to find a way of stripping out most of UE4 when it compiles, which undoubted would be too large & slow for the EV3.
If you’re intersted in learning to program using the EV3, maybe this would be useful: Alternative Programming Languages for LEGO MINDSTORMS – LEGO Engineering