I have always been interested in game development and struggling to get this setup running won't stop me.
I wish you all the best of luck to have Unreal Engine 5 running with Ubuntu 22.04. I struggled a bit to get it and will describe the steps taken so my fellow devs won't need the hustle.
First Things First
Let's start checking that your system specs are sufficient to have it running.
Then download Unreal Engine 5 from the unreal website. It will be a .zip file with all the required code already compiled. As soon as it is done, extract somewhere and then run ./<PATH_TO_WHERE_YOU_EXTRACTED>/Engine/Binaries/Linux/UnrealEditor from the Terminal to launch Unreal Engine. Those steps are on their website as well.
Now check if you can run it and also start a template.
Now the struggle
If you are unlucky as I am ... your system will crash and you will try another Linux kernel to then realize that this is just the beginning ...
In my case, my gpu driver was outdated and the Vulkan library was missing some packages. Because of that, I wouldn't be able to run either the Unreal version 5.1 or 5.0.3.
I had to start by checking if the NVIDIA GPU was being used ... well it wasn't.
When I ran
$ nvidia-smi
I expected to see something like
but I got somethings else. I first updated my graphics driver to 515 using the native Software & Updates from Ubuntu. Attention to the Additional Drivers tab
later on, I realized that was the necessary one ... because it is written in their system requirements
Vulkan: AMD (21.11.3+) and NVIDIA (515.48+)
Anyway ... to check if you are actually using the NVIDIA Graphics Card, you can install and run the nvidia-settings
$ sudo apt install nvidia-settings`
$ nvidia-settings
A window should be prompted allowing you to select which GPU you would like to use 
then ... I had to find the solution for the Vulkan errors that I started to have.
The solution was to follow Vulkan's Development Environment Tutorial, where they would show how to check if the system can run the library and then install some other dependencies.
That was it ... Now I can struggle with the actual coding of my future games.
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