What a game engine does is that it provides you with tools and programs to help you customize and build a game; it gives you a head-start in making your own game. Unreal Engine is one of the more popular choices in the market currently and it is free for anyone to use for development (royalties need to be paid only if your game makes a profit; visit https://www.unrealengine.com/custom-licensing for more information). Its popularity is mainly due to its extensive customizability, multiplatform capabilities, and the ability to create high quality AAA games with it. If you intend to start a career in game development, this is definitely one of the engines you want to start playing with and using to build your portfolio.