Starting in UE 5.3 they added Learning Agents, a plugin that allows you to train agents via reinforcement and imitation learning. See here for more: https://dev.epicgames.com/community/learning/courses/M3D/unreal-engine-learning-agents-getting-started/8OWY/unreal-engine-learning-agents-introduction
Side note: Using reinforcement learning for path finding is usually not recommended. See here for more: Why is Reinforcement Learning so rarely used in pathfinding?