If you’re using 3ds Max, the dummy object is just a blank object, you can use the Link tool to attach all of your other objects to it, and then that dummy becomes the root to the other objects, you can then animate the other objects like you would normally and export to UE4, it will import as a single skeletal mesh. In the skeletal mesh it will have a heirarchy, though what you can do with that I’m not sure.