According to the Unreal Forums, Unreal does not natively support Dualshock or Dualsense controllers unless you get a Plugin from Playstation themselves (Due to licensing or something like that). What is suggested there and also based on my own experience is to use DS4Windows. It takes your Playstation controller input and makes it function as a Windows Gamepad (essentially an XBOX controller). I have had it on my computer since I built it 7 years ago, but obviously do your own research if this is something you want to install.
(The links provided are to the Unreal forums, and to DS4Windows’ site respectively)