Linux Setup
The setup process for UE4 on Linux is pretty straight forward, and the official instructions are very well documented. Follow those steps, and return here once you're done. Below, I just outline some of the issues I encountered using UE4 on Linux post-installation and how I solved them.
For context, I am on Kubuntu 20.04. I've been able to use the editor with no issues in general, aside from one very weird lighting bug that I've yet to sort out. Here's my active question on StackOverflow
Marketplace Assets
Epic Games doesn't seem to provide any support for the UE4 Marketplace for Linux. As a result, Epic also does not support downloading and adding any assets to your project. Bummer.
I would like to note a blog post on this same issue by alexandra-zaharia, I would have very much preferred her solution but after attempting it I could not get it to work. I could install Epic Games through Lutris, but symlinking my projects (or copying them) into whe Wine Windows FS did not result in the Epic Games launcher detecting the projects.
What I ended up doing was using the unofficial nmrugg/UE4Launcher on GitHub. It works great, but I do miss some things like asset engine version information and browsing the marketplace.
You can install assets with it though, as long as you own them and they're linked to the Epic account you sign in with.
UI Scaling
Initially the UI for Unreal was very large and practically unusable. This could be due to the fact that I'm running on an integrated graphics CPU, but I'm not sure. To fix this, I just opened a project and navigated to Edit->Editor Preferences
and then unchecked the Enable High DPI Support
option under the General/Appearance
settings menus. After restarting UE4, everything was good and UI was normal again.