UE4 Physx 3DSMax - Cloth applied a Clothing System File (Bug?)

Hi, When I create a cloth in 3Ds Max (by Physx) it works good, without problems but when I import it in UE4 I have a problem with the “flag” (cloth) because it look likes bugged (like a pulled cloth).

Can someone make a Tutorial video how make a cloth? I have watched all the videos but it’s still “bugged”

https://postimg.org/image/4bc3jcznr/

https://postimg.org/image/6z5ykx6k7/

Hello,
See my answer if that can help: