For the OnComponentHit Event node you can locate this and other event nodes by selecting the capsule component in the components tab (top left) of your BP. Then in the details panel on the right you can scroll to the very bottom where you can find these with a Green + that will add them to the Event Graph.
Looking at your project, the capsule component is not meant to be scaled like this for a larger mesh. This component is there to be simple collision for our mesh. It’s not feasible to use to the entire mesh of the character for collision as this can get expensive for performance. Traces would typically be used to determine collision for the character mesh. Also, the character has very basic collision setup within it’s Physics Asset. You can see these collision setup by opening the SK_Mannequin_PhysicsAsset or using the console command PXVIS Collision while in game to view collision hulls. The reason the even is not being generated is because the Physics Asset collision for the character is blocking the capsule from hitting to generate the event.
However, to simply fix the issue you can open the Physics Asset and select all the collision hulls for the character that need to generate the hit event. You can select these hulls and in the details panel on the right you’ll see the option for “Simulation Generates Hit Events.” Simply check the box and this will now generate a hit event when ever your characters collision hits any object.
I hope this helps.