After importing the mesh (in this case, "011batimentmetal") into unreal engine, automatically the materials are imported (FBX format), but this does not mean that they are set up the same way as in blender.
Blender and unreal engine use nodes, but the configuration is not the same.
In this case, let's look at the material "HOLOGRAM_ROMAN_EMPIRE" in blender:
The same material is present in this instance in UE, I will double click into the material and enter into edit mode.
Here is the configuration:
(Of course, this is an overall idea, you will have to change the parameters values, and also add more parameters to add effects such as blur, distortion, etc.)