I’ve found in Blender when you export to Unreal Engine with the default settings, the models are sideways. A quick easy way to fix this is to change the “forward” axis when exporting. The “forward” axis should be changed to -Y, from it’s default value: -Z. That’s what works for me. In addition, blender saves this settting so you don’t have to worry about checking it when further exporting.
Why does this happen?
Well, i’m not sure. But if i had to guess, here are my thoughts.
Blender and Unreal both have the Z and Y axes swapped. Normally the X Axis moves left and right, the Y Axis moves up and down, and the Z axis moves forward and back (into and out from the screen). I think the default settings try to make up for this, rotating it for engines/programs that use the Y axis for verticality (is that a word? … probably not?) and the Z axis for depth.
Does this happen in Unity?
I believe so, if you directly export .fbx models. Unity comes built-in with support of blenders “.blend” file format. So you may not run into the “sideways-model” issue because Unity automatically knows how to do things.

Be sure to check out Blender if you haven’t already. It’s a free 3d modelling tool, that can keep up with the professional/paid alternatives.