Hey there,
as Chrys already told you, you would need to program your own server for this.
For an MMO, you need a server that can handle multiple instances of the game and also managing a database to store all the characters etc.
There are plenty of threads in the forum about MMOs:
https://forums.unrealengine.com/search.php?searchid=618301
And also about servers:
https://forums.unrealengine.com/search.php?searchid=618303
I hope this helps you getting started on the topic. (: