Where do we get the FBX plug in?

Plugin list

Here are the Maya and Max plugins (latest version 2013.1, the version UE4 uses)

Converter and here’s the stand alone converter.

Most 3d applications should have an up-to-date exporter (Blender 2.7 for example), or the app’s publishers should have a download link. As for UE4 itself, that doesn’t need a plugin since it supports FBX importing from the get go.