Does pro motion export tile maps in a format that Unreal Engine 5 can use?, or should I just make the tile sheet in Pro Motion and use another program to make the tile map?
These are currently all the file types you can save to when you navigate from the…:
Menu bar > File > Save Image as...
Menu bar > File > Save Animation as...
I’m gonna make a big assumption and say i’m pretty sure UE can accept most image types. But idk what file format UE uses for (smart) tile maps.
I hope you find a good workflow that streamlines this process. If you don’t mind, please share it here as well! Seems interesting. 
Thank you, that does help. I will post here once we get a workflow going.
You might want to do that, since Unreal Engine 5 (like most modern game engines) also needs a color profile to go with the image — UE5 supports OCIO v2 for color profiling:
Since PMNG doesn’t support color profiles (even in formats which support them, either natively or via non-standard extensions), it might be a good idea to use a middleware software to ensure your artwork is color profiled.
You might consider using the Image Magick command line tools to manipulate your images, since it can convert between tons of formats and also embed and manipulate color profiles:
Since Image Magick also comes as a DLL library, you could consider creating a PMNG plugin that automatically exports your artwork to a good format for Unreal Engine 5, and have a standard color profile added to it (or your monitor profile too, in case you’re aiming at preserving colors exactly as you work on them).