Zbrush to Unreal Engine problems?

Sorry if this is the wrong section.

Any experienced users can help me import my high poly painted meshes from ZBRush to Unreal with GOOD results ? I uploaded below the texture, normal and material image aswell as the ZBrush mesh and the Unreal Engine one. As you can see the Unreal Engine one is really bad. I followed some tutorials on youtube to unwrap the mesh and project the high poly mesh to a low poly one and bake normals from high poly etc, but the results really seem bad and the polypaint is ULTRA BAD. Anyone can point me out in the right direct to get better results ?

PS, I’m new to modeling, only been at it for 2 weeks now and I’m new to Unreal Engine aswell.

High poly model is 3.9 Million polys and the low poly one is 20k. I kept seeing online how you can get the ‘‘same’’ results on a 10k poly from a high Poly model, either I am doing this very wrong or I dont know how to achieve said results.

Results looking for :

Got : XD

Thanks for your time!

So I’m starting to understand a few things. I managed to port more detail from the polypaint to the model. But there is a problem with my normals

My shape looks really smoothed and the way it should be without my normal map:

But with normal map, it gets very "“pixelated”. Is this something with Zbrush or Unreal that I must fix?