HI!
Before export your model to UE4, you need add textures, materials and unwrap UVs of your model in 3DS MAX. This is several tutorials about pipeline using UE4 and 3DS MAX .
https://www.youtube.com/watch?v=eJ0zu6GIqxQ&list=PLK3nRt7ToxJ0kxAocxw1KvpM1tF3X5JB2