You can import objects like this into UE4 by simply checking the “Import Rigid Mesh” option under the FBX Import Options, Advanced section. Be sure you have Skeletal Mesh selected on the FBX import screen. This will create a rigid weighted bone per object and maintain the hierarchy. It will use the object’s pivot for the bone location.
You will need to make sure all objects are nested under one parent.
Hope this helps!
Jay Hosfelt
Lead Animator
Epic Games
@HosFross