I UV Unwrapped the room in Max and applied a material to it in UDK. I created five images, one for each surface; Floor, Back, Ceiling, Wall and BaseWall. I did this so it looks partially like a real room.
I tested it out in UDK, the lighting seems a little off because UDK converts all shapes into Triangles and sometimes these seems can be seen. Overall the collision and wrapping works well.