Hello I am beginner in UE.When I import a model into UE, my model is divided into several parts. For example, if I want to import a gun, the gun is divided into parts of the body. How can I import the whole model into a single file?

There are 2 ways of for this, I suppose. “Merge” all your mesh in your software and export as .fbx Manually import all the separated piece, place in a level with correct placement and select multiple actor → Merge as a static mesh.