There isn't a lot to say for this one!
A proper tool exist and lets you to extract things from the Unreal Engine based games, that tool is UModel or Unreal Engine Resource Viewer.
Follow the guides in the official page if you have problems.
Once used Umodel, the 3d model will be in .psk or .pskx format. .psk files are openable with a lot of 3d modeling programs, the .pskx ones are less common, the only way I know to open them is to use a 3d Studio Max script: ActorX Importer.
Thanks to Danniella Hill, I found a new way to open .pskx files, just rename them to .psk and open like a normal .psk file.