Deus Ex 2 engine has nothing to do Ut2k3 or 2k4 one. It is a way more enhanced version, built by Ion Storm guys. Normal mapping comes usually with engines supporting stencil shadows like Doom3, Far Cry, HL2, etc...
Building normal maps is a modelling job, not a mapping/texturing one. I've never done it yet but i think you have to do two different 3d models (a low poly and a high poly one), and then you merge the lighting of the high poly on the low poly one. Something like that. You'll find tutorials easily on how to do this, tho it's not usefull for UT modding.