Fifty_Five has already mentioned a lot of useful info, but I just quickly want to add that Avira flags EVERY program/executable that doesn't have a valid certificate. Unreal Engine and DirectX are also completely independent of one another. One is the game engine, the other is the graphics engine used. C++ is a programming and scripting language, nothing unusual. The C++ Runtime Environment is required for a lot of apps, I'm surprised you don't have it installed yet.
Apart from that, Avira is generally not a good Antivirus, and frankly not required because the Windows Defender is way better. If you're scared of a virus, unplug your ethernet or turn off WiFi, install the game and block it with the Defender Firewall so it can't access the internet. Saves you a lot of headaches.
Thank you for the explaination.
I already knew what c++, Direct X and Unreal Engine is. Those terms were just words appearing in the pop up window or the disclaimer before installing Unreal Engine. I am to blame for not properly reading through that 'license agreement' so I just mentioned what was drawing my attention when browsing through it.
Yes it appears so that Avira is not exactly the best, but I think it is still better to have an additional layer of protection. Also, while installing, I had my internet plugged off, as a matter of fact.
I will keep in mind what you said though for the future.