Can i make cutscenes in another software then import them into ue4? 
It depends on what you mean. You can animate your meshes in a separate program and then export to UE4 and then in UE4 you would create a new Matinee that would play the animations, you can also export camera animation out of your 3D program and import that camera animation into Matinee
Here you can see how to import a camera animation: https://wiki.unrealengine/Camera_Animation_FBX_Export_from_3ds_Max
You could also render your cutscenes as video files and then just play them in the UE4 -> media framework 
Other Suggestions and go in a little bit detail 