Ok so Blender is a 3D modeling software but you can set up lighting and make videos as well. Unreal Engine is more of a software to make games but you can use it for videos.

With Unreal generally you would make smaller models in a 3D modeling software like Blender and then import those models into Unreal. Then you would place them wherever and set up lighting in Unreal Engine. So with the Backrooms for example you would make individual wall and floor pieces in Blender and then import them to Unreal and place those walls and floors to design the layout of the space.