I can't change the material textures of the fbx files.

I think this is easier than I expected, but I’m new to unreal engine. All my meshes are separated into materials within themselves. Substance Painter and Arnold Render work perfectly without any problems but When i change the material in unreal engine of one of the imported fbx files, all the others change as well. I cannot assign a different material to each mesh.

I don’t fully understand what you mean or rather what the issue is, but I’d recommend starting with something that does work and reverse engineer it. For example, a free sword from FAB:

Sword | Fab

Understand its parts, then try to get your mesh(es)/materials/textures setup the same way.