3DS to Unreal for Architecture visualization

Hello,
Can someone please help me to find a way to visualize my project into UNREAL ? I have some issues to find the correct process to visualize correctly my project into UNREAL ENGINE.
The 3D model is created into Revit (Autodesk) then in 3DS Max some PBR Textures, lights and animations are added. I used datasmith plugin to export the 3D model (without animations and sun positionner). I don’t know if it’s relevant but into 3DS Max the renderer is Arnold.
After, I created a blank project with Unreal, then a level and I imported my datasmith file. My first issue was everything was black (I fixed it by deleting my global process). Now I can see my project but everything is grey and it seems I lost my PBR Textures of every objects. I have a warning in my World Outliner telling me “No matching actors (402 total)”. Can someone tell me how to fix this issue and if I followinf the correct process to visualize my project into Unreal ?
For the virtual reality I was thinking about adding the VR Template into my level. Is it the correct way to do it ? (we used Valve Index HMD)
Thank you for your help.