If you are having multiple parts in your blender file, they will get imported seperatly. But you can select all of them in the content browser at once and drag-and-drop them into your scene (they should stay at the right place because of their origin). An alternative would be to merge your meshes in blender or use the DatasmithFBXImporter. And look into the collision of your meshes (double click in content browser, click collision at the top to view it) and try to set it to UseComplexCollisionAsSimple in the Details panel on the right. Your character gets blocked by the collision.
Did you set your collision to ComplexAsSimple (door frame and house)? If you did, check if your CapsuleCollision on your character is small enough. Edit your character blueprint, click on the capsule, on the right change the height (<96) and radius(<42) and test it again.