How do I create dense mesh for use in displacement material?

(newbie here)
This tutorial shows how to create dense mesh in Rhino 3D (at 18mins:39secs)

How do I create a dense mesh plane in Blender?

Several ways to do it :
Shift-A / Add / Mesh Grid

Shit-A / Add / Plane , in edit mode , select all face and do W subdivide.

Shit-A / Add / Plane , then add a subdivision surface modifier, set to simple.

I tried subdivision modify on plane object as well as grid object.
It seemed to only modify the perimeter.
I saw remesh modifier, and tried that, that seemed to work.
I exported that to FBX file, and imported it into Unreal.
It showed as dense mesh, however when I applied a material, it did not seem to work.
The dense mesh FBX file from Rhino 3D, which looked practically the same, when I applied a material it worked, but not on the mesh I exported from Blender.

If I create a plane, and do nothing, and export that as FBX file…
Then import FBX into Unreal, if I apply a texture material, it will show up on it and work.

If I create a plane, and apply a Remesh modifier or Subdivision modifier, and export that as FBX file…
Then import FBX into Unreal, if I apply a texture material, it will not show up or work.

I don’t know if I am exporting it incorrectly? I leave export options at default.

Here are the two meshes.
The left mesh is the one from Rhino 3D.
The right mesh is the one from Blender.
They are both super dense meshes.
But the one on the left from Rhino 3D, can be textured with a material or use a height map.
The one on the right from Blender, can’t be textured or be used as height map for some reason, even though it looks fine otherwise.

Hum, probably you need to apply the modifier, maybe there is an option for that in the exporter.
If that work with a grid or a plane, maybe no need to bother with remesh or subdivide.

The “apply modifier” is checked, when exporting to FBX file.

After using any modifier in Blender, I also click on “Apply Modifier” in the modifier.