This feature has yet to be added to the Unreal Engine Documentation. Epic Staff have added content about this feature on the Epic Games Community portal here: NNE Quick Start Guide
Neural Network Engine Quick Start
A guide to start using Unreal Engine's neural network engine in your own projects.
Learn to use this Beta feature, but use caution when shipping with it.
Ask questions and help your peers Developer Forums
Write your own tutorials or read those from others Learning Library