I would like to have some advise about Game Development

Should i put color and texture in objects since 3ds Max (i’m using 3ds max) or just handle in unreal engine?
Are there differences between put colors and textures in 3ds max and unreal engine ?
Why most of game developer are using texture instead of create some objects for example we can create brick wall in 3ds max or in any program 3D instead of using brick wall texture?

If you would specify your question a bit I could probably give some resonable hints, but from what I can guess you are asking about its how to handle texture and mesh pieces - if so Id either separate them, if you are going to have allot of small tiling textures, like materials, and if your textures are more custom, (like character textures, or other custom hand painted stuff), I would want to keep them in the same folder, since they cant be used on other meshes anyway.

// hope that helped.

Sorry about that,what i mean is should i handle color,texture UV map every detail first in 3ds max before import to UE or UE has a tools to handle all of it?

Make the mesh, uv it and texture it outside of ue4. Asigning said textures to meshes need to be made in engine.

Minor things can be edited in engine, and by minor I mean texture resolution or compression, maybe color is some cases etc - but the base texture/mesh needs to be done for that to be possible.