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User-defined shaders

I compile UE4 from source and see complicated structure of shaders.
It will not be good thing to diving into such amount of code in order to do simple shader.
My project is C+±based, Directx11-orientated(I supposed… how to check which library(OpenGL/DirectX11) is used?).

I need to distort image after rendering. (barrel distortion)
What is the proper way to do it in the editor?
Step-by-step instruction or example required. Thanks!

I would recommend reading a bit about the node based shader editor in UE4. You don’t have to worry about the underlying shader code to create 99.9% of the materials for most games.

For your specific example you want to create a post process material. This effect can be easily achieved with a couple of nodes.

I don’t understand where can I modify “material of the screen”.
I even can’t find the default camera properties.

Where are these things?

Sounds to me like you might want to start with the documentation. For this specific question you should probably go here.