Meshes in Unreal Engine must be triangulated as the graphics hardware only deals with triangles.
There are several ways you can ensure your mesh is triangulated.
Model the mesh with only tris - best solution, provides the most control over the end result.
Triangulate the mesh in the 3D app - good solution, allows cleanup and modification before export.
Allow the importer to triangulate the mesh - okay solution, allows no cleanup but can work for simple meshes.
Allow the FBX exporter to triangulate the mesh - okay solution, allows no cleanup but can work for simple meshes.
Note: Allowing the FBX exporter to triangulate the mesh results in completely random smoothing when Split Non-Matching
Triangles is checked. Importing an FBX-triangulated mesh back into Maya and re-exporting shows proper smoothing.
It will always be best to manually triangulate the mesh in the 3D application, controlling the direction and placement of
edges. Automatic triangulation can lead to undesirable results.