Unreal Engine – Materials Import as Gray

I imported the .fbx files from here: https://www.cgtrader.com/3d-models/industrial/other/big-warehouse-pack
into an Unreal Engine 4.27 project. All the meshes load in properly, but the materials are all gray. So I just have a bunch of gray shelves, boxes, etc…

Any thoughts on what I could be doing wrong?