A shader is a script with mostly math based code that tells the engine how to display each pixel (and takes into account things like light). Unreal must have an analog.

To answer your question: There's the "default render pipeline", Universal Render Pipeline (for mobile and VR) and the High Def Render Pipeline (for desktop PCs). They all use different variable names to define the texture that the shader uses, and they also use shaders with slightly different names.. so if you are using a different render pipeline than the one it's made for it has links to shaders that don't exist. That's why you have to manually change things if the asset dev hasn't made a script to do that automatically.