UV’s are the coordinates for the texture map, they define how to map a 2D texture to a 3D model.
Normal maps are a type of texture map that change the direction a surface is facing, they do a similar effect as a Bump map, but in a game engine they render faster than a bump map.
You would have a normal map for the mesh that creates your small details (like scratches and dents)
You would do your UV mapping in Blender, and then use some kind of texturing tool to create your texture maps, I believe Blender has some tools to do texture painting, but you can use many programs like Photoshop, though something like Substance Painter is best for this. For example, in Substance you can take your model and then set what materials you want parts to be (or even paint where you want a material to be) and then it can output texture maps for UE4.
UE4 does not texture your model, you just have to make a material and plug in your textures and then apply that to your mesh.