I would say get some of the free asset packs available to the version you are using and try making some sceneries or demo levels to learn how triggers, animations and sound cues work. Then mess with the player BP to understand what changes what and how to replace character skeleton meshes.
A program you can use for 3D art or modeling, if you don’t have a lot of money you can get Blender 3D which is free to use. If you do have money you can get 3D Studio Max or Maya.
Hope this helps you out a bit.