To build a world in Unreal Engine, I first create a new level, and then go to Window>Env. Light Mixer to add all the sky light and atmosphere into the scene.
The DirectionalLight is used to change the different time of light
To create an emissive material we should create a new material, multiply a colour with a parameter, and let the parameter Default Value as 1.
Using Quixel Bridge is a better way to create a world quickly. There are two ways to put the object into the scene: download and drag. Additionally, we can also use Tools>Merge Actors to quickly merge several objects and save the new one in to folder.
We can also open Window>Layers/World Settings/World Partition>World PArtition Editor/Levels to get the easy way to the landscape.
We can also create a new landscape by Landscape Mode and sculpt the landscape we made.