Attach Sound Cue to Socket

I have a Skeletal Mesh (a train) that was animated in 3DS Max. It’s a long animation where the train follows a track for 2500 frames. There are 4 animations for this SK. I have a Sound Cue that is a train sound.

Ok, so I made a Blueprint with the Skeletal Mesh in it and added the Sound Cue to the BP. I can’t attach the Sound Cue to the train though. It just stays in the middle of the overall BP.
On the Sound Cue, there is a section called “Attachment”. I set it to attach to one of the train bones and “snap to target”…but it doesn’t.

Any hints?

Not sure if…

You added an arrow component and attached it to that

or about 10 up from the attachment section you were looking at
there is socket section.

Well, the arrow thing didn’t work…until it did.
To explain: My first BP was a SK BP. I placed the SK in the scene, then created a blueprint from there. So the parent class was Skeletal Mesh. It did not work.
So, I created a new BP Actor (Actor Class) and the arrow attached just fine to the bone.
Thanks for the assist!