How to change materials in an easy way?

I have imported eight houses from Sketchup. Each house is a lot of groups. I have imported the houses without combininge the meshes so I will have good lightmaps.
The glass in the windows is from Sketchup, Now I want to know if I can change the glassmaterial to an unreal glassmaterial without dragging the material on to every window.

I can right click on the Sketchup glass material and select - Asset Actions > Select Actors Using This Asset
And all the windows on the house imported to that map will have an yellow border.
But how to change the material in the windows to an unreal material?
I am on a wrong way?
Need some help!