Strange...
When you import a mesh in UE it asks you how you want to import the material. Look there
If not, did you imported the images too?
Maybe something went twrong and you´ll have to make the materials with the textures manually
Well, this is how I usually import the models:
1. Importing the Textures
2. Importing the Models
3. Open the material and do the following:
And that should do it!