I’ve never worked with UE, but as true gamedevs, we’re supposed to solve problems using logic and research, not just wait to be spoon-fed. :)
Have you tried Googling or asking an AI how to convert formats? Did you find no solution, or did you just not try? Why not?
These assets are provided "as-is" - originally made for a specific purpose, sold for money, and now generously shared with us for free. If they don't have the format for your specific engine, what do you expect? For them to go and create new files just for you? If they had them, they would have included them from the start.
Bottom line: if the files aren't right and you can't convert them, just move on and find one of the thousands of other free assets available online.