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How to deal with OBJ files?

I’m very new to Unreal Engine and 3D software in general, I want to import files from Scultpris and Microsoft 3D Builder but both only export OBJ files to my knowledge. From what I’ve gathered I need to export my models within FBX files, can someone explain an easy method to circumnavigate this issue? Preferably a free one!

Thank you.