Well the problem you are running in is that you have to rebuild your teture in Unreal Engine 4, in a similar way you did it in blender. At least as far as i know, i am using Cinema 4D for moddeling and Photoshop and Crazy Bump for my texturing, i have to use the different maps, like color and specular etc. to build the material in the material manager from Unreal. So you import them and then you can add them to your material.
Exporting the material will only give you a direct reference from blender, or in my case Cinema and thats it.