You might look up some tutorials of importing meshes because maybe it requires more settings or setup for more physical interaction. I found two videos below, one about setting collision, one about importing the fbx model with textures. Hopefully that might help!
I would search youtube for things like how to import custom objects and meshes to UEFN:
- UEFN: How To Make Custom Collisions in UEFN (On Imported Models) - Fortnite Creative: https://youtu.be/F2SeF4PSkS0?si=wuUIXNoo-7J1xf0U
- General importing model to UEFN: https://youtu.be/2dwijS_Ppt0?si=Ao3yJSiRPb3CWzh-