Skeleton for rigging with Blender

How do I export a skeletal mesh from UE4 as fbx? If I try to export a skeletal mesh from ue4 the only file formats I get are .COPY and .T3D but no fbx. I asssume I am doint something wrong.

I would like to get the bone structure from ue4 to blender (mesh included or not) to use it to add my own animations or apply it to my own character and use the default animations. Thats can’t be that hard to do or?

Best regards,
Isa