Horizon has no support for procedural meshes, nor custom shaders.
For your terrain, you'll have to bake the material to a texture. If this terrain is very large then you might not get the same fidelity that you're used to in blender, using a custom shader. If this is a blocker then feel free to stop reading here.
If you want to proceed with baking your material to texture then VirtuallyARealDinosaur​'s texture baking video does discuss this. In short, make sure your shader has an active ImageTexture node to act as the baking target, make sure your terrain has sensible UVs and hit Bake in Cycles' Render tab. Any of the top YT hits for "baking texture blender" will sort you out also.
In terms of getting more than just albedo into horizon, check out the different horizon material types:
https://developers.meta.com/horizon-worlds/learn/documentation/custom-model-import/creating-custom-models-for-horizon-worlds/materials-guidance-and-reference-for-custom-models
I've found it useful to use a texture packing program when dealing with the other textures like the MEO and MESA. I've used this one but it's quite rudimentary: https://matheusdalla.gumroad.com/l/EasyChannelPacking
Note that by default, the bake settings will include lighting information - you may want this or you may not, if you're repeating parts of the terrain then probably not. I've personally had a lot of joy with baking lighting info outside of horizon then bringing it in with that sweet HD baked lighting already applied but this might work better for interiors and smaller scale models.