Hey Heaven,
Do you have a copy or direct link to the model? Sometimes when you download free models online they aren’t made to work directly with software, like unreal. However if I can get my hands on the actual model I can give you a better idea on what to do to solve this issue you are experiencing as well as give you a proper pipeline to use when adding these types of assets to your game. And just so you know if the car will be animated (doors open, wheels turn, etc) you will need to create a skeletal for it. The process below is better suited for a static mesh with many different parts to be combined as one. Like a building with walls and windows and doors that share materials. Here is a link that should be very useful for your car asset pipeline
https://docs.unrealengine.com/latest/INT/Engine/Physics/Vehicles/VehcileContentCreation/index.html
Blender is a great tool for preparing the assets before importing. Some things to consider in your pipeline when adding 3D models you did not design yourself are smoothing normals and LODs. Personally i’m not an avid blender user so I am unable to tell you exactly how to do it.
If your content in using the assets you currently have now, have you tried creating a BP with all the parts as components attached to sockets on a main body?