Hello,
This might be a stupid question but, I'm having trouble figuring out to “convert” a digital asset (.hdalc) to a file ready to share on the marketplace. I'm almost completely new to Unreal Engine and Houdini Engine. Some help will be really appreciate. Thank's !

Either you would bake the results to standard assets (Static meshes etc) and sell those and or you would sell the HDA on the Orbolt Asset Store. - I do not believe that there is a good way to sell HDAs on the Epic storefront, yet. Though I might be mistaken.