Install the Auto Setup Plugin -->
https://www.reallusion.com/character-creator/unreal-engine-auto-setup.html(Without the plugin your materials will look not good in the engine!!!)
CC3:
Apply the "UE4 Open A" pose from the CC3 content tab before you export (its very important to use this pose on export, otherwise retargeting will become a nightmare)
File -> Export -> FBX (Clothed Character)
Use this settings:


Import into UE:
If you installed the PlugIn you will see this popup:

(HQ takes most render cost, Standard Shaders are standard UE4 shaders for fast performance)
I use this import settings:

Its important to use the UE4 Mannequin skeleton, so retargetting animations will be painless!
Dont forget to check the "T0 As Ref Pose" checkbox! That makes sure the engine takes the first frame in the exported animation (we exported the UE4 Open A pose earlier...) as its neutral pose.

Make sure you have the skeleton in your content! If not get it from one of the templates, like the "Third Person Template".
Thats how it works pretty good for me. Hope this helps!
Have Fun! :)