I made a quick 1 min video as it will be easier for you to watch rather than me try and explain it.
Basically when i export/import these rocks i made in blender to UE4, the rocks import no problem but the textures on the rocks are gone and im just left with some white rocks.
Please help 
You need to export your texture maps separately.
How are you texturing the rocks in Blender? I assume using a texture. If so find that texture and import into UE4 then setup the material for that asset.
How do i do that?
also make sure you use an accepted file type for you textures, i’ve heard that UE4 now takes jpg’s but i haven’t tried i always use tga"s
From what i understand i can save the actual rocks and then save the textures that have been applied to the rocks?
So, how do i go about saving the 2 separately from each other?
Yep 
rock -> export it as a fbx
texture -> go into your uv editor and save the texture as a tga/png/jpg
After that import everything and do a right click onto your texture - create material - assign the material to your mesh
When i try and import the textures to UE4 its saying “The texture you are importing is not a power of two. Non power of two textures are never streamed and have no mipmaps”
I tried saving as all 3 file types you suggested and still i get that prompt.
By the way, i made these textures using a combinations of nodes inside blender, they arent just normal textures.
I got it to work, had to change it to Texture paint to get the texture on the rocks to appear in the UV/Image editor>
Thank you for your help!
that neams you need to save your texture in correct size like 1024x1024 or 2048x2048 etc
you can bake procedural textures to a bitmap ising options in render tab (blender internal or cycles)
