Does UE4 support game addons or custom content downloading mechanic? I mean addons like in starbound, wow. Client or server side.
The engine supports dynamic loading of content. It also provides HTTP mechanisms for downloading data from a 3rd party site. With those to pieces, you can add the game specific glue code to wire that together.
During the West Coast dev tour (link text), I gave talks on exactly this subject. I hope to have a working sample in the near future