From SDK tools to UE4 (really newbie questions)

Hello,

I’ve created in the past a few maps in the SDK tools program.
I did this by creating lots of BSP brushes (blocks) and made some of them func_detail to avoid the engine from going in overdrive.

Now, I would like to know how to start building a map in UE4?
When I follow these steps found over here.

You can see at step 4.16 that the walls are added by going to the
Content > StarterContent > Architecture folder.
But there is not enough architecture in the folder to do what I need.

Do I have to build the walls or roofs that I need by stretching out blocks?
Or do I need to create walls, bureaus, stairs, windows etc. first in a 3D program like blender and import them in UE4?

Kind regards Chaplin.be