Alright, with the drag and drop I got a 3D model inside the map. Via rightclick on the model I only get the option to export as FBX, but that doesn't work. I can tyoe in a name for the file but after "exorting" there is no file in the selected folder.
http://kallebowo.de/udk-screenshot03.jpg
Selecting the model in the map, using "File > Export > Selected only" somehow doesn't work either. It creates an OBJ file, but this is only around 90bytes, which can hardly contain any data, which might explain why there is nothing inside it, when I open the file with blender.
http://kallebowo.de/udk-screenshot04.jpg
Any ideas?
edit:
update - exporting the buildings (eg. refinery, obelisk, weapons factory, hand of nod) via drag+drop in the map and then "File > Export > Selected only" works just fine. Everything else I tested so far doesn't (vehicles eg. mammoth, orca, artillery or weapons eg. laser rifle, tiberium flechette). Any idea why some things work and some things don't?