You can read the threads about these bridges on the official forum. Ideally, it's a direct transfer, but if not, the principle is simple: transfer to any 3D editor (using the bridge), rig it there (for example, in Blender using Autorig), and from there, into Unreal.
But first, familiarize yourself with the discussion on the official forum and, based on the information received, develop a strategy for transferring the model...