Hi
When you import it into UE4 set it to be a skeletal mesh.
Create a new material, open it and drag your textures into it. Connect them up.
If this is going to be the only weapon in your game then in your character blueprint add a new skeletal mesh, click on it and in the details tab select your weapon mesh as the selected mesh and select your material that you made in the drop down…
If you are going to have multiple weapons it might be better to create a blueprint for each weapon. In that blueprint do as I described above. Then in your character blueprint add a child actor and in the details tab select the weapon blueprint that you want as a default. You will then need to figure out how to switch weapons in the game…
The reload animation would normally be done outside of the game engine.