That’s true but what you can do in UE4 is convert Brushes into a Static Mesh, you select a brush, go to File->ExportSelected, and you can save it as .fbx file. Once you do that a “Import” window pops up automatically, and you can import into you content folder. So it is possible to create some simple props, as soon as you’d start making complicated Meshes, you’d have problems with UVs and Brushes also don’t have Smoothing Groups, so it is indeed best to use a 3D software, I use 3DS Max, Maya is a good too, UE4 has an animation plugin developed for Maya. Note that if you’re gonna do that look for where the pivot point is, I think when you export the 0,0,0 vector of the map you’re exporting from will become the pivot point for your exported Mesh.