Interaction with internet?

Is it possible to make unreal check some data that is stored on a server? Like, i want an online game to have personal progress that is stored on a server. Is it possible? very hard? better code a local storage?

No is not too hard but better you use a database or a webserver which storage to a database (you can use the free VaRest Plugin for this!). But here you need a storage server for example in PHP and a UE4 Server!
You can also use a save game which only work on server for this. First create a structur for example with int wingames int losegame int score (and more like you want…) STR_PlayerStats
Second…Create a save game object with a Map-Array Key = String and Value = STR_PlayerStats
The key must be unique for example the steam user id … and only the server can update/read/write the save game.