I learned the hard way that UE4Editor doesn’t work when compiled under Wily Werewolf (Ubuntu 15.10), no matter what you try. I always end up with tons of errors when trying to run the resulting hlslcc (https://answers.unrealengine.com/questions/286654/linux-49-bad-hlslcc-header-error.html).
For now, the best workaround is to install Ubuntu 15.04 in a guest VM and compile the source via a shared drive. The resulting binary should work fine under the 15.10 host system.
There are still a lot of rough edges to using it on Linux, but I was at least able to work through the entire Paper2D tutorials.