Problem with exporting

watch this video :
i have problem with exporting objects in blender
as you can see everything have been done and the donut is ready
it’s my first time working with blender and i did this by guru’s tutorials from YouTube
and now i have a problem with exporting them
i want to use it for unreal engine or upload it to sketchfab but as i export it most of the things doesn’t work as they render in blender
like the color will change sprinkles doesn’t take color the donut is not the same 'like it so smooth and many other problems that comes with it
how can export it well ?
i mean i’m gonna upload it to sketchfab and it wont what i have in picture or even if i upload my save file it has a texture image which won’t come with it
and even in unreal engine if i want to use it as a food on the ground or whatever it’s not what it should be
2. and one more question
2. i have the same problem with substance painter
it has two option exporting mesh or exporting texture image cant i just export it as what i have painted ?
should i export the mesh and texture image and put them together in blender ? (which doesn’t work yet)
ps : i haven’t yet worked neither with unreal or sketchfab. i just tried to import the donut to unreal with didn’t go well