How do I get simple cloth in UE4 using 3ds max 2013?

I’m using 3ds max 2013, and I just want a simple cloth (Curtain / Flag) in UE4. Something that just waves around a little and looks like it is affected by wind or something.

I can’t seem to find anything about cloth in the documentation. Please help. Someone in the forums tried to help me and sent me his tutorial video using APEX, but that doesn’t to have worked for me.