Importing FBX with textures doesn't work

I’m trying to import a specific FBX into Unreal 4.11 but can’t get it working properly. The textures seem to be missing on the model after import (the model just looks white).

This is the FBX model I am attempting to import:

Am I missing a step somewhere?

You will have to make the textures again in UE. It is a common issue and doesn’t depend from UE4.