Wwise Unreal Integration Documentation
By default, the Event-Based packaging workflow automatically creates one SoundBank per event found in the Unreal project. Should you wish to opt out of this feature, and group multiple events in a single SoundBank, it is still possible to do so using the previous workflow. From the Unreal Content Browser, select all the Event assets you wish to group in a SoundBank. Right-click on the selection, and select "Group into Sound Bank".
A window is opened, prompting you to select an existing SoundBank asset, or create a new one:
Simply select (or create) a SoundBank, and all events are grouped into this SoundBank.
Alternatively, you may set the "Required Bank" property in an Event's Property window: