Export entier scene in Maya, keeping the same location, but axis is centered for each model?

In Maya how do you export an environment to Unreal 4

keeping all the models in the same position, and the the axis for each model centred to it’s self?

Yep, so when you move things from DCC programs to unreal, in your case scene, it keeps the origin of the scene as a whole.
NOTE: you can not change the axis once in unreal, I have tried and looked and nope you cannot change it once in the editor.
Solutions: make sure the axis in MAYA is where you want it for each object, and don’t move scene in. Of course there are move solutions but its is better just to move things in and individual objects. In this case I would use the MAYA game exporter.

While you are absolutely right about maya keeping the axis for each object at 0.0.0, You can change it by holding Alt+dragging the pivot to the desired location, and right clicking → set pivot.

But it is per object, so it is incredibly time consuming.