Can't compile on ue and have : was modified or is new

UPhysicalMaterial requires the module PhysicsCore and the header

#include "PhysicalMaterials/PhysicalMaterial.h"

As for the component errors make sure you include their headers where they are used

#include "Components/SkeletalMeshComponent.h"

#include "Components/StaticMeshComponent.h"

#include "Engine/GameInstance.h"

#include "Components/BoxComponent.h"

#include "Components/TextRenderComponent.h"

etc