It depends on what do you want to import.
Textures for example:
FString Path = GameDir() + "Content/MyAsset.png";
UTexture2D *MyTexture = Cast<UTexture2D>(StaticLoadObject(UTexture2D::StaticClass(), NULL, *Path))
For more info about it:
It should work with any supported asset type.
If you want to import different model formats you have to implement them yourself as far as i know.