Is it possible to make maps or characters in Amazon lumberyard and import them into unreal engine?
Jeff Bezos will kill you.
Why do you say that? I am new to unreal engine. I didn’t mean any harm. I was just wondering if the two softwares worked together.
Relax sarcasm 
(with innocence like that i dont know how you’ll survive in this industry… but moving on)
technically they don’t work together in any way i know of, you can export fbx from lumberyard or bake an animation into unreal maybe.
Not a single engine has forward or cross compatibility to another engine except other engines within the same company as it would be incredibly difficult to do so, as they would have to maintain the code to port to the other engine constantly, not to mention the licensing nightmare and lack of being able to cleanly convert some things that dont exist/must exist in the other engine ex: Ue4 materials. The 3d models used in the maps are universal between platform and engine, though.