You cant make them within ue4. the best way is to get a 3d modeling program such as blender, maya, or 3ds max. blender is completely free. the other two cost money but are much better. you can get free trials from them. after you make your model, export as FBX. drag into content browser in ue4 and your done. look up youtube tutorials for modeling for the help you need. no matter how good you think you are, the tutorials will help. in every way.
good luck,