FBX Full Scene Workflow
At a glance, the FBX full scene import workflow is handled like so:
From the main menubar, choose File > Import Into Level...
Select the FBX file containing the scene you wish to import.
Choose the destination folder in your Unreal project.
Using the FBX Scene Import Dialog, select the assets (static meshes, skeletal meshes, and materials) from your scene you would like to import.
You may also select the final output of the import process, importing all selected FBX scene assets as:
Once you have imported your FBX scene, all of the assets will be imported into your project, along with an FBX Scene Data asset. This asset contains all of the linking information between the original FBX scene and all of the assets that were just imported into your project.