Saved model after Datasmith conversion


I am new to UE so excuse my description.

I have a model in 3ds max 2019 and wanted to convert it to UE using Datasmith plugins. at the moment, I installed Datasmith followed these steps:
1- opened UE2.20 >New project> Unreal Studio> Blank.
2- in 3d max export>export to Unreal Datasmith.
3-in UE >Import Unreal Datasmith File.
4- After the import process finishes I did save by ’ save the current level to desk’ ( I am a bit skeptical about this step though).
5- when I wanted to exit, I have a prompt window asking to save ’ can’t remember what exactly was there).
6- Opening UE , i find the project but it is almost Blank , as shown in Image 1.
7- As in image2, there is a file named NewMap.umap, click on it shows the exported scene far away from the center.

Is there any way I can save the model after 3 above so that it will be the same as any downloaded model from the UE website or any marketplace? I am very new and trying to convert my 3d max model to AirSim .

any help or advice is hugely appreciated .