Generating Scenes with C++

I want to transfer a scene that I created in Unity to UE4. Right now I have all the meshes and transform matrix for each prefab, but I am having a hard time figuring out how to auto-generate a scene with C++ codes, obj files and transform matrix. I want to create a scene that can be exported as fbx or obj file. The problem right now is that if I chose to spawn actors at the beginning of the level, they will disappear after I quit gameplay and I have no way of saving them.