At some point in your texturing you will want to use transparency. Maybe for a pair of glasses or some clothing with a hole in it. This tutorial explains how to enable transparency in Substance Painter (tested in Adobe Substance 3D Painter 7.4.1).
Click this icon to open Shader Settings.
Click pbr-metal-rough to change the shader.
In the list select pbr-metal-rough-with-alpha-blending.
Click this icon to open Texture Set Settings.
Click the plus icon to add a new channel.
In the list select Opacity.
Open the layer you want transparency and click the "op" button to enable opacity.
You may need to adjust the opacity slider from 0 to 1 to get the desired effect.
The default export template does not support transparency. Select a different template such as the Unreal Engine 4 (Packed) one that has it enabled.