There's a couple ways to do this.
1 - Create your own script inherited from UFEScreen. Make this script handle multiple page UI prefabs (similar to a menu prefab that has multiple screens). Then create the UI prefab with the the conversation on multiple screens and have the script switch to the next one as the conversation continues. Just ensure the final screen also goes to the next UFE Screen or Battle.
2 - Similar to above, except instead of manually creating the UI for conversation screens, you make the whole thing a more modular system. For instance, your inherited UFEScreen script can have a string array for the conversation, and each string entry is a conversation screen. Then you just need to make the script add the text to the Text UI component in the UI prefab, and update for the next screen when pressed.
It's also possible to extend the last idea to allow multiple viewpoints in the conversation. Just create an image array for character portraits, then assign the appropriate portrait to each entry (match it up with the conversation array).
Since you're making a tutorial though, I would probably just create that UI Prefab so you have full control over how it's displayed. It's not necessary to make that system modular just for the tutorial. But if you want to make many tutorials, then modular is the way to go.