How do I go about importing a collection of liquor bottles into my model?

FBX does not have sufficient “expressive power” to describe proper Unreal materials – the systems are too different.

Instead, you can re-develop the materials you want in Unreal, and re-assign those materials to the imported meshes after import. If you have very many bottle kinds (like, a hundred or more) you might want to build an editor utility blueprint / script that can match up materials by name; if it’s just a dozen, it’s pretty fast to drag-and-drop materials to mesh material slots after import (if somewhat tedious.)