You can’t export whole scenes and levels from UDK to Unity and expect it to be a playable game. Unity and UDK speak totally different languages. But you can export individual meshes(objects). Here’s how.
First, open the Unreal Development Kit (UDK).
Next, open the Content Browser if it’s not already open. (View > Browser Windows > Content Browser)
Good. Now, choose a object you want to export. I’m going to use those stairs for this example. Select the stairs, then drag and drop them into your scene. Once it’s in your scene, select it so it turns kind of purple. Then right click on it, and choose the option “Export (.FBX)”.