You you would need to export your own cylinder from your content creation package, ensuring that it has different material IDs for top and bottom base.
I’m using the cylinder mesh from the engine’s Basic pane and I’d like it to have a different texture along the radius and different ones on the lower and upper base. Can I do this in any way? I know I could use a BSP cylinder for that but then I wouldn’t be able to create this smooth mesh out of it and I need the cylinder to be nice and smooth along the radius.
What do you mean by “content creation package”? Sorry for a newbie question, I’m not well-versed in UE4 yet 
Is it something I can do within the engine or do you mean something like modelling it outside UE and then importing it as a mesh?