Hey lukas84 -
The FBX you sent doesn’t have any bones in it and cannot be imported as a skeletal mesh without a bone structure and skinning done in Max, Maya, Blender or other modeling program of your choice. This would be the cause of the material not showing up if you tried to import the mesh into the engine as anything other than a Static Mesh.
If you need some help with your skeleton setup please go to the Epic Wiki and our Tutorials Youtube Page and in particular, depending on the modeling software you are using, you may want to look at Jeremy Ernst’s Animation and Rigging Toolset Tutorials for Maya.
Thank You
Eric Ketchum