It's rare that a software compatibility is distribution specific but just in case for games you can verify with ProtonDB and for the rest WineHQ AppDB. That's assuming there is no native support which in this case according to a quick DuckDuckGo search returns https://linuxvox.com/blog/unreal-engine-linux/ indicating that it seems fine.

So... I'd suggest you pick whatever distribution you heard most about, if you are unsure I'd advise on Debian (Stable) but honestly I don't think it matters much. There might be slight difference in hardware support and performances but assuming you use mainstream hardware it hopefully should have minimal impact.

Regardless of what you choose, document the process and as long as you learn while doing it, you're going forward!

If you are in rush... maybe postpone the transition to after that project or do it with a 2nd computer.