In Blender, export your selected objects as .fbx (from File > Export) and save them anywhere in your PC. Then in UE, click on the Import button on the content browser (you can open up the content browser either from the Window menu or by hitting Ctrl + Space), select your file, and hit OK. The settings you should adjust in the window that pops up after depends on your objective and what you’re importing.
Hope this helps! 