With today's Unreal Engine 4.1 Update Preview is support for packaging and deploying games on SteamOS / Linux systems. The Unreal Engine 4.1 source code has the necessary support for handling Linux. In an UnrealEngine.com blog post, Mike Fricker wrote, "Folks have been asking about our early Linux efforts and support for Valve’s SteamOS and Steam Machines. We have good news for you! The 4.1 source code has initial support for running and packaging games for Linux and SteamOS. We love Linux!"
Unreal Engine 4.1 also has a host of other improvements to the game engine that can be licensed for $19 per month. The Unreal Engine 4.1 preview out today while the official update will be released later in April.