Microsoft doesn’t really support OpenGL, they typically go out of their way to make it very difficult to use OpenGL on Windows and strongly encourage people to use DirectX instead.

The simplest way to get a working OpenGL context in windows is sometimes to use ANGLE which is a compatibility layer which translates OpenGL calls to DirectX calls. This is what Chrome and Firefox use to support WebGL on windows. I doubt that Unreal Engine is integrated with this, so you might have a hard time.

Edit:

EDIT: The reason I want to use OpenGL is because I want this game to run without having to install anything on the end user’s computer (DirectX has to be installed to work)

One thing you could do is cross-compile the Mesa3D drivers, as described here: https://wiki.qt.io/Cross_compiling_Mesa_for_Windows

But then you won’t get hardware acceleration.