How do I load the map I created in my project?

Please either try searching for your question here (top right search bar).
Or try searching a tutorial on youtube. If you still can’t find an answer to your question, you can open a new question here. Don’t put several question in one.
This answerhub is not like a forum thread. Every “Thread” here, should be a question.

But to answer your question. Yes you can, why not? Unreal did it in the Shooter Example. It just depens on what kind of game you are making.
Here i would also recommend to search youtube. I think there should be at least one tutorial on how to make an enemy in UE4.

Unreal also uploaded a few character models to the market. Just check the market in the Editor Launcher.

They are fully textured and have some basic animation.