I think UT2k3 was the first game that used UE2(?), along with UT2k4 afterwards. If you were to find a DVD copy of UT2k4, you'd also get tons of hours of training videos, for using the Unreal Editor, on the 2nd disc. I know that every Unreal game comes with a copy of Ued, but not sure what version of the editor.
Of course you could always check out the Unreal Engine website for other information about it. which also includes a section called "Unreal Runtime".
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