Hi @Promethean,
Welcome to the forums.
When adding footstep sounds, its best to do it from the animation BP as you can add Notifiers that can play sounds.
Here is a video that goes over how to do it. https://www.youtube.com/watch?v=P-wbqMKFClk
I find this is the best approach for all animations include death, especially when you want the sound to play at specific frame.
Let me know if you have any more questions.