Can't upload my iOS certificate

I have downloaded my certificate, I went to the project settings, I tried to import it, but it didn’t work.

Also… How can I download and import my provision? Like, in the I didn’t get a download option… How do I download it?

You can download provisioning profiles directly from the apple developer site, please check again, it’s hard to miss.

Another way to do this in the preferences of XCode.
Choose Preferences > Accounts. Click on + to add your AppleID account.

Then you get two options, you can “Download Manual Profiles” (the once you created on the apple developer site, these will be saved in the folder user/yourusername/Library/MobileDevice/Provisioning Profiles and UE4 will find them there)

and “Manage Certificates.”
Create the certificate here in XCode, it is a lot easier and faster as it sets up you Mac automatically.

more here: iOS Provisioning | Unreal Engine Documentation