1.) Duplicate the "TrainingRoom"-prefab, drag it to a new scene and delete everything except the plane with the mesh-collider. Don't move or change that plane, it's the groundplane.

2.) Add your models, lights etc. and create a new prefab from that scene.

3.) Add this prefab to your stages in UFE-config.

After making the stage like the previous poster mentioned, drag the whole prefab out of the Hierarchy tab (rename it also if necessary), and then make a new stage in the UFE Global Config>Stage Options tab, give it a name, drag the prefab into its appropriate box, and give it a preview picture so it has it's own picture in the stage select menu.