1) Set your project folder in SoMuchZBrush somewhere in your content folder of your UE4 Project.

2)  Set up auto-import exclude for the _Source folder so you never import the High.obj

3) Export textures using either of the UE4 presets to the <project>/Game folder.

4) Select your parent material so the import creates the Material Instance and assigns it to your model!

5) Turn off sRGB on your Metal and Roughness textures and assign them to the instance.

Place that mesh. You DONE!