How to make a simple walking around game

OK, I’ve just downloaded Unreal Engine and really want to learn how to use it

So the first thing I want to make is just a simple game (for lack of a better word) that has the camera (in the form of a unviewable character walking around in a art gallery, that’s all

so what I’ve done is create the entire gallery (it’s pretty small) in Blender as one file
but first of all using Unreal is pretty intimidating so I really don’t know what to do
second if I try to import the file it gets split into all the individual shapes that comprise it, so it becomes a bunch of planes, cylinders and rectangles
are there any tutorials that I can follow to make something similar to what I’m trying to make, Is it even possible to import a whole map from blender.

Thanks