How to make armor which follows character animation?

How to make armor which follows character animation? So that the armor isn’t staying stiff?

Use the same skeleton when skinning, import skeletal mesh, attach to root (or parent it in Components view), Set Master Pose Component

Means that that I open my character mesh with skeleton, then model the armor/cloth, delete the character mesh and export the skeleton with the armor mesh?

Yes-ish. Open character mesh with skeleton. Model armor/cloth. Skin the armor/cloth. Select the armor/cloth and export selected.

You don’t need to actually delete the mesh and you don’t need the skeleton (just the skinning data on the armor/cloth) since you can set the skeleton to be the one already imported from the character mesh.