There is only one light source because it's a nature scene. There are some scenes that have more light sources. Megascans work just as well with more light sources. If you look at their youtube channel, they have some indoor/city enviornments in some of their videos but by far most of their content is focused on outdoor stuff.
They have videos of megascans being used in other game engines as well. There is no limitation to the lighting, whatever the engine can do can be used with megascans just like any other 3d assets.
The grass/foilage you're showing is in an editor not a rendered scene.