Hey there.
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You’ll find all the information you need about how to install and use VXGI here: NVIDIA GameWorks Integration - Asset Creation - Epic Developer Community Forums
The topic is kinda messy, but I really recommend you to take your time to read everything about VXGI after page 6. There is a lot of tricks and bugs you need to be aware of if you want to get some results with this tech right now (it’s not final version). -
You need to export your scene to UE4 via FBX files. But there is no way to export the materials, just the textures (diffuse, normal, etc…). I exported just the meshes, then I recreated every single material inside UE4 trying to get similar visuals to the Vray version. There is no easy way for that, unfortunately.