So I recorded my problem here: https://drive.google.com/file/d/1am1fy4VL9nTeI-JoFggFypqSSJhvpAqg/view?usp=sharing
Basically, when I exported the FBX format of my mesh out of Blender and put it inside Unreal Game Engine, the materials did not transfer. Even the names are not correct, instead of the names I have given them in Blender, in Unreal, every material has been renamed WorldGridMaterial. Is there a way to import an FBX file coming from Blender and all the material information be transferred in Unreal?