You can’t really export whole map from UDK to UE4. However, you can select all objects in Scene menager in UDK and export as .T3D
Now in rocket import .T3D script. You should have all needed assets imported before this process.
For assets: You can’t do it the fast way. Right click on every asset in UDK and “export to file…”, then you will need to reimport every asset and create every material again from scratch. I’m sorry. 