Ok, so I think that is what your plan can be
- create model in Blender
- create armature in Blender. Take a loo at Armatures - Blender 2.80 Fundamentals - YouTube
- configure skinning weights - by hand (with empty groups), by painting (just as it states) or automatic (weights are set by distance). Take a look at Blender [2.8/2.9] Character Weight Paint: #1 Vertex Groups (beginner tutorial) - YouTube
- Just import model to UE. Now you will need to import Skeleton, because there is no existing Skeleton asset. You can also import anim assets from FBX (the same or several different)
- Now you have Skinned mesh, Skeleton and some Anim assets. You can use a pack of SkeletalMeshComponent and AnimBlueprint to link Skinned mesh with Anims by your own logic. Take a look at Let's Create A 3rd Person Character With Animations - Blueprints #14 [Unreal Engine 4 Tutorial] - YouTube
That’s all main steps.