Maya does have smoothing groups they can a little more cumbersome to use than in 3Ds Max though. You can check out this link to really look at it. I do use 3Ds max so I can’t say for sure how Maya’s stuff is to use, I’ve just always heard it can be cumbersome because there are a lot of differences.
If, however, you have access to Maya 2015 they have made some significant improvements that bring it more in-line with 3Ds Max and it’s functionality for modeling. I attended the local AAUGA (Autodesk Anaimation User Group Association) here in the Raleigh/Durham, NC area. Autodesk came out and did a demonstration of the new features in 3Ds Max and Maya 2015. They were very candid in how much Maya has been overhauled and needing to be for so long! Some of the features I saw them demoing and saying that it’s now supported, I thought, “wow this has been in Max for a while!” They completely overhauled the UV Unwrap process which definitely had me intrigued!
As for Triangulating your mesh, that is completely up to you. If you’re working on simple boxes and nothing complex I would say you are fine to let it auto-triangulate when being brought into UE4. However, if you’ve got some complex organic looking model I would suggest triangulating that to some degree to control your edges the way you would want.
If you have any other questions feel free to ask! I’m more than happy to help!