It’s a heavy engine. Unreal & UEFN use multi-threading throught the engine so many cores will be working in parallel causing heat buildup. This causes the fans to spin faster to expel the heat.
Not much can be done unfortunately. Best bet would be to buy a high end gaming laptop that has better airflow.
If your laptop is a couple of years old you could consider replacing the thermal paste if your cpu gets hotter than normal during prolonged use.