Made a .FBX file imported it, saved game and reloaded only to find the .fbx doesn't load...?

I followed a tutorial on how to make a moon so I used 3ds max and made the moon using a .FBX file and had no problem importing it into unreal engine 4. I went to save it and closed the programs for a few hours and came back to my level to find out there is an error loading the moon, file missing texture. Now the tutorial said to save it on the desktop so I am guessing it is failing to load [outside of the program from the desktop?] Could anyone tell me how to save my .fbx file into the unreal engine 4 itself like where my other materials are found in the content folders.

You can put them wherever you want under the content folder. If a tutorial tells you to save your material to your desktop instead of in the UE4 project folder stop watching it and find a better one because that is crazy.

Thank you, but my question is also how to find those folders in my pc/computer. I installed basic 150mb files to my C: and the full unreal engine to my D: drive.

Where is the folders located [first person, blue prints, etc] Thanks