Hello!
To add the collision from Blender you should be able to create one or more objects for collision in Blender using this name convention
UBX_[RenderMeshName]_## for boxes/cubes
USP_[RenderMeshName]_## for spheres
UCP_[RenderMeshName]_## for capsule
UCX_[RenderMeshName]_## for your custom (convex) shapes
The “##” is where you would add the mesh number in case you need more than one.
This can be useful:
FBX Static Mesh Pipeline