Quite simply this would depend on what you have as files. If you’ve got the animations, rig, and mesh in Max and you can cycle through the animations you can export this to FBX to import into UE4. All the other stuff that you mentioned before this does not apply to UE4 because it will not natively accept those files.
When you export the character with the animations make sure that the FBX checkbox for animation is checked. When you import into UE4 make sure that the check box for animations is checked.
As far as the textures and getting the character to work correctly in UE4 you’ll need to setup a material for your character and make sure that you setup the Anim Blueprint to handle all your animations.
Thank you!
Tim