Current Progress
Over the last day, I have finally been able to get morph targets to work within Unreal Engine 4 by creating it within 3DS Max. I figured out the problem being was that I had to set the FBX file to 2014 within the setting before the export as the default 2011 FBX type, for some reason does not support morph targets. The result is having the morph within the game editor, and being able to change the shape of the object; but I still have not worked out how to get the morph targets to work within a running game.
I have also started to learn BluePrints, I have decided to try and find tutorials that will aid me when creating my Final Major Project game. Within the tutorial that I found, it taught me how to make a object move from one point to another using the BluePrints system. This will help me when creating my game as I will want to have moving platforms, doors, gates and etc. throughout my game.
What I need to work on and learn
The next tutorial that I want to find is how to make an object move around using the direction keys on the keyboard, as I feel like I learn better from making something or doing something from stratch. After, I will have to try and learn how to make the object jump. At this point, these are the most important goals as without them, I will not be able to make this game. Once I have learned how to do these task, I will then create the first early version of the level, as these will be the only mechanics that I will need at this point.