Being a high-end game development engine, Unreal Engine 4 has a lot of different features I have not covered yet. One of the things I would recommend is to download the "content examples" project.
The content examples project includes a lot of maps that show off a wide variety of features. Even if you don't use all of them for your project, it is good to take a look since you never know what you will find.
When it comes to audio, UE4 allows you to do obvious things like play and loop audio, and also use 3D audio. 3D audio is especially useful for 3D games since it lets you define where the audio is coming from. You can also setup reverb zones to simulate echo and other ambient effects for your audio.
The engine also allows you to setup networking for multiplayer. I have not worked with Multiplayer in UE4 recently (last time I did was over 5 years ago), but I can say UE4 already has some built-in networking functionality for client-server multiplayer (the kind of multiplayer where someone connects directly to someone else's computer). On the other hand, the kind of multiplayer people play right now is a multiplayer where the game is hosted on a company's server. UE4 lets you do that as well.
One thing you should check out when you are browsing the content examples is the materials maps. There are lot of nice materials examples and sometimes it's easier to just grab one from there than creating a similar material on your own.
When I worked on one of our first projects, Enola, I was very interested in creating a mirror. That was back when I used UDK, and it drew my attention that an old game like Duke Nukem 3D featured mirrors, but more modern games always conveniently obscured or broke mirrors in the environments. I have been very interested in making mirrors in our games, and UE4 offers different ways to do that using reflections. Note that reflections are not just used for mirrors, that's just one of my special interests.
Another nice thing included in this project is a level example where you can see how the sub-surface scattering and skin rendering are performed. I think this is a very cool thing because it saves you a lot of work when creating your projects.
There are a lot more things to cover about UE4, but I think from now on I will focus on creating specific articles with tutorials or how-to's. In the meantime, you can download UE4 and try it out for yourself.
Get Unreal Engine: https://www.unrealengine.com/en-US/get-now