Please do look closer at how the demo level is working. That is your tutorial. Something in your level is set up differently, and yes you just drag them into your level, ground targets on the ground, sky targets in the sky, and perch targets on high places (more than one of each).
Also for troubleshooting try setting your game mode to “ThirdPerson_GameMode” in the world settings, and the default pawn class to ThirdPersonCharacter. I’m trying to narrow down on what’s causing your issues 