Exporting Textures from into UE4?

Hello all!

So a friend of mine sent me an OBJ of a head model he worked on in ZBrush, and textured in .

http://img.techpowerup.org/161230/upload-toue4.png

In the picture shows all the texture files he worked on in .
He also sent another folder called “Displace” in which he had a file that was in the extension “.exr” which is shown on the top left of the folder.
(Im assuming it means the Displacement Map?)

But what I want to do is test if what he made works in UE4…
Only problem is…how in the world can I import this into UE4?

Ive never done an import of textures from into UE4 before, and I cant seem to find a tutorial on it either.

Thanks for taking your time to read this!

Does anyone have any thoughts on the matter?