How do I solve this problem, when I load a building from Blander to UNREAL ENGINE4 it becomes black or shade on the roof of the building

not sure where the issue is. Could you show a screenshot of the export aettings you use in Blender?

check lightmaps. it could be:
-Lightmap UV not assigned to the correct channel
or
-Badly made lightmap UV’s (not using the space well, overlapping, outside 0-1 space, etc)
or
-lightmap resolution too low