Import my own custom models

Is there a way or a tutorial from someone who might be able to teach me how to import game models i have created myself though blender,zbrush into the game.
I have game ready assets from other projects i have done before, characters buildings etc.
But i was curious if we are able to import our own stuff, and if so, how do i go around doing so?

If anyone knows would love to know how to and get started on making my dream park already more of my dream.
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