The PDG Asset Link for Unreal Engine will be in the version 2 of the plugin that is currently in developement. We currently plan to have full PDG support for the beta (~early Q3).
For more details on v2, please read this post [www.sidefx.com] on the Unreal plugin forum.
Well that is exciting news. Thank you for working towards the integration of PDG into Unreal Engine. We look forward to it