For now, just to get you going you can use forward of the component providing it’s oriented correctly:
But the actor itself will not move, and since you need to rotate the mesh to visually match your expectations, it will be confusing an axis will not match with those of the engine.
In the future, when you’re working with meshes, ensure that their forward is where it’s supposed to be.
Taking your cone as an example:
Look where its forward is… the red arrow. If this is rocket you’d want to use UP vector. Using forward of this thing would push it slightly to the left.