Hi,
When you bring your heightfield to Unreal via HEngine, it will be automatically converted to a Landscape, and the Heightfield masks will be converted to Landscape layers.
For now, there is no way to get the Heighfield Visualize's pretty colors automatically in Unreal, but you can use the various heightfield masks/landscape layers in a
landscape material [
docs.unrealengine.com] in Unreal.
Use the name of the different heightfield masks in the Layer blend node (for example, mask, water, debris, bedrock…) and this will give you pretty results quickly!
Once you have a landscape material in UE4, you can have it be automatically assigned to the heightfield by adding the unreal_material primitive/detail attribute to the heightfield, with a reference to the landscape material on it.
Let me know if you have further questions!