Text
Align
Color
Your color
Outline
Outline color
A slab behind the letters, wider by the outline width; the letters stick out of it by their depth. Each gets its own material slot in UEFN.
That's a lot of triangles. Lower "Smoothness" or shorten the text if your map's memory is tight.
Size
Save
Into UEFN
Drag the FBX into the Content Browser and import it as a Static Mesh (keep the size at 1.0). It comes in at the height you set, standing on the ground.
It has two material slots, Letters and Outline: give each a material in UEFN to color it, or keep the colors as a starting point.
GLB is for Blender, web viewers and other engines.