Do I understand you correctly, that
the Blueprint should be able to let me
move around despite nothing is set
under Project Setting > Input?
Yes.
In Project Setting > Input you just define alternative names for the input; as a bonus you get to set the scale - additional data the event will produce. For example: in your 2nd pic MoveForward is using W | S | Up | Down and Left Thumbstick Y - these are native events already available in any blueprint.
But you can make a neat shortcut in the Input Bindings which allows you to use the snazzy red nodes with fancy names. Do note that you also have a much more mundane Left Shift in your first pic - it still works fine even though no binding was created in the Input Bindings, right?
Nothing stops you from doing this in the Player Character (or use the axis equivalents which I’ve shown in the pic earlier on.):
But defining your own custom bindings for whatever input you need is just more compact, readable and convenient.