I assume you’re trying to do something like green wall paper in one room and orange wall paper in another.
the first thing i would do is break that mesh out into separate pieces as Jacky mentioned. if you’re not trying to be modular, and the extra thick wall looks like it’s for plumbing which would be specific to this building, then i would break it up by the smallest pieces between two intersections. once you’ve done that you can apply two different materials in your modeling program and easily assign them in UE4. this would also allow you to swap out materials in real time (eg. bedroom is green but you want to see it with red) with blueprints. other advantages to breaking up the model are that it’s easier to update specific sections and you’ll have cleaner edge loops.
to directly answer your question though: you’ll have to assign different materials to the faces in your modeling program before export.