its hard to help a blender user as a max user but let me
explain with max workflow and you do the research for blender then, ok ?
in max you can assign any face to a specific “smoothing group”.
this can save lots of polygons if your polylimit is rather low.
whatever edge needs to be sharp you can either chamfer it on low scale (e.g. 1cm)
or assign it to a different smoothing group.
but then again never overdo one technique !
too many polys can bring any engine on its knees the same way as too many
smoothing groups. as i m new to ue4 and need to find those limits myself so…
edit:
for sketchup users: if you want to smooth a corner by smoothing group:
while in rubber delete tool hit strg+leftclick [edit: or alt+leftclick - i forgot]
and delete the line that separates the two faces you want to be in one smoothing group.
this is one of the “pro tricks” in sktechup 