First of all, you need to create, or found a mesh. for that you could use a 3d model program such as Blender or download buying it or for free in some pages. Then you need to import that mesh in Unreal engine, after that there is your Character model in Unreal Engine, all you need to do from there is create the animation nodes and program its nodes, also apply a texture for it (optional) if the mesh doesn't include it