You can do that, add C++ code (and thus Julia) to Unreal, and (I assume to) get it called somehow, not sure where from, i.e. how, where to plug it in, you do it exactly.
No other language is officially supported, but that doesn’t mean you can call any language from C++. C is close enough, an (almost strict, though not quite) subset of C++, so you can call Julia’s C embedding API, though more likely you would want to use Jluna:
E.g. C#/:net is not officially supported, still people have done this, somehting you would learn from:
Your project will be large because of a) Unreal, but also b) Julia (is large, can be stripped down), you can compile the Julia code and use still large Julia runtime, with PackageCompiler.jl, or if you’re lucky could use StaticCompiler.jl then the Julia part could be a rather small library.
Since you’re only after the visualization part, then maybe you might as well go with Makie.jl, i.e. GLMakie (one game has been made with it… and it’s at least very good as a non-game engine). It should be fast enough. Unreal might be overkill if you just want visualisation, or to start with if you just want a demo, unless you really need and want awesome graphics. There are pretty good game engines like Godot, free/no-cost, that are pretty good to also explore, and free Julia game engines, e.g. B+ most recently in 3D, not yet registered.
About other Julia game engines, e.g. Starlight.jl (current best for 3D?), see my longer post on it: