Auto-generated collision on imported object is a full box

It’s not accurate at all, I can’t walk into the places with nothing in them.

I used MagicaVoxel, but now I am making the level using hundreds of box brushes.

This is normal, if you want a custom collision I suggest doing it in your 3D program or within UE4 in the static mesh editor

I do not know which modelling tool U are familiar with but I can help U with this . There is a documentation available for creating collision

this is the blender workflow Unreal Engine 4 Tutorial: Collision (english) - YouTube