They only license to professional game developers, as do many people who make middleware engines. And they cost serious money. You'd have to be independently wealthy to just license an engine from Unreal. I'd say at least 6 figures.
You'd be better off licensing the Wii dev kit, but you'd still have to be a professional developer and have about 20Gs to waste.
Threads of Interest:
The Movie Thread: http://www.vgchartz.com/forum/thread.php?id=6880
The Crow Eating Thread: http://www.vgchartz.com/forum/thread.php?start=0&id=3886
The Betting Thread: http://www.vgchartz.com/forum/thread.php?start=0&id=7104
Custom GIFs Thread: http://www.vgchartz.com/forum/thread.php?id=18963
The Greatest Game Ever Conceived On Any Platform
Tag: "I have tasted Obi-Wan's bitter tears"