You need to paint all that in your 3d package and then bring all that data in as an .apx file in to unreal, and assign it to the cloth assets in your skeletal mesh.
Sorry for asking a question in your thread. Can you add skeletal characters exported with ActorX into this? I wouldn't mind seeing how my work looks in UE3.
A mover is a movable mesh you can animate it through kismet/matinee. It only accepts dynamic lights just like a character which would normally be a skeletal mesh.
I think this is a limitation of skeletal meshes. Not just actor X. You could try using FBX or collada. http://udn.epicgames.com/Three/FBXImporterUserGuide.html
try placing your character as a skeletalmeshMat instead of a regular skeletal mesh. These are the actors for cinematics and have the more expensive and better looking lighting model.
I created this anatomically sound basemesh and rigged it in DAZ. My aim was to mimic physiological muscle and skeletal movement as accurate as possible only using basic general weight map rigging. Feedback much appreciated.