Get Models From A Game You Own?

Hey guys, i was wondering, can I import things from a game I already own?? For example, can I go through my files and grab a character model of a Borderlands character and then import it into UE4?? If so, where are these files located and is there a tutorial on it? Thanks for any replies in advance, love the community.

Hi, sorry but discussion on how to rip content out of games without permission is not allowed.