Check your export settings of C4D as well as the import settings of UE4 if the checkboxes for export/import of Materials and textures are checked.
In R16/17 use the fbx 6.1 2010 since it is the most compatible one, that imports materials as well as textures, if these options are enabled on export/import.
In R17.048 I wouldn’t recomend the fbx 7.4 2014 on top since it crashes UE4 and also creates much bigger fbx files. (possibly includes textures directly into the fbx instead of creating a subfolder like the other versions do)
This happens in newer versions of C4D as well. It did previously work about a year ago so I assume it’s actually a UE problem. In any case you can just open the fbm folder and drag the textures in once you’ve imported it, although assigning them all is a huge pain if you have lots.
Textures assigned in c4d in compatible ue format - Make sure to unwrap the uv’s - It may be silly but uv overlap could cause not importing the textures