Advanced Purposes
As you may have noticed, the system that previews characters in a skybox is a set of blueprints spawned very far away on the map, even outside the game’s skybox. This behavior is not optimal and should be changed when developing a complete and polished game. Especially if you're doing multiplayer, as the camera will cull the entire world when it focuses on a scene outside the skybox, which will create problems, particularly regarding LOD.
You will need to use C++ or plugins that utilize RuntimeViewport to render a scene in another UWorld, so that the preview scene becomes a real apparent scene with its own lighting and its own UWorld.
However, while you are required to go through C++, there are plugins available like Runtime Scene Viewport on the marketplace, but you will need to modify certain aspects of the system for it to work properly in another UWorld.
That said, this approach is much cleaner and feasible; I’ve implemented it in my multiplayer game:
You will notice in my game that the inventory displays another scene in a widget, which is separate from the game scene, allowing the character to be shown with its own lighting and independent of all elements in your main scene.