Materials won't import with/on meshes?

I have been searching everywhere for an answer, but cannot find anything helpful. From videos and documents I have ensured that I have exported out of 3ds Max properly, and that I have imported into Unreal Engine 4 properly. I have exported using Max’s materials, I have exported using my own .tga materials, I select embed media. Then I import with import materials and textures both checked, and it warns that no smoothing group information is found despite having smoothing selected when exporting from Max. Every time, it imports without the materials, I have even tried importing the materials separately into the same folder, but applying it, of course, only applies one material to the entire model. When I import my .tga textures it comes up with an error that says it is not a power of 2, but I can turn it into an applicable material just fine, I don’t know if this is causing any issues.

im fairly certain you need to export the texture map seperately(try to make it a power of two) then make the material for it in unreal. i dont have much experience with modeling programs so im not completely sure on that