There is something wrong with the rotation of fbx export that has nothing to do with Unreal Engine.
But the Unreal Engine helps to understand what is going on.
First I want to show how it should look under correct conditions.
Under Windows 10 there exits a standard tool that is able to display various 3D models: 3D Viewer
Correct fbx files should be display this way (left side 3D Viewer, right side Unreal Engine Skeleton)
Although this fbx is an Unreal export, it is the same with fbx from other sources.
As you can see the model is facing to front and the skeleton is upwards. root bone rotations are at zero.