Which version (win 32 / 64) are you running?
Are you getting a crash report or is it just shutting down?
If you are getting a crash report, could you post it here?
Also, the first time you tried to launch the game, did it ask you to install UE4 prerequisites? If it didn't, that might be the problem.
However, since this is the first time (to my knowledge) that this has happened, any additional information you can provide could help me figure out what the problem could be.