Best practice for game design?

Hello! I’m starting to learn the basics of 3D Modeling and relearning how to program and I would like to get a clear answer on the best practices for creating and importing assets for the Unreal Engine.

If I’m understanding it correctly, this section from Unreal’s Documentation states that creation of levels is best done inside the Unreal Editor itself rather than creating it in Maya or 3DS Max and importing it into the Content Browser?

Any assistance is greatly appreciated, thank you!