UE4 currently has no method for viewing voxel data. So at its core, you won't be able to get a pyro simulation from Houdini to UE4. Trying to stream data alone would likely cause the engine to chug.
The best way to utilize a pyro sim is to render it out to a texture and use UE4's built in particle system editor (cascade) to create a fire effect.
Perhaps in the future Nvidia will get this working and public: https://developer.nvidia.com/flameworks [developer.nvidia.com]
Would be neat to try to hook pyro sim data into that =]