There's a way you can put it into Unreal. You need to Render to Texture and create a Diffuse Map but you need to give it co-ordinates in order for that to happen. Then export as an FBX file and import it into unreal. If that doesn't work the use the MAX file and make notes of the material elemets that you see on the object. Import it into Unreal as an OBJ or FBX file, and create the textures in Unreal and put those textures on those elements on that object in the object editor. If that doesn't work then give up and look at dank memes all day.
Have a sexy toaster