How to understand that the model can be exported to game engines?

Question

3D

Hello to you. I was interested in one game that has not yet been released ( https://sandbox.facepunch.com/), but will be in the UE4 engine. I want to draw a couple of items for her before the release of the game, but I don’t understand when it’s already possible to export to FBX and make the next one.
Questions arise in the spirit of "Does the model for export have to be all one mesh or can it be left as it is?"