I’ve been searching the unreal documents section for this, where the heck can I go and edit cloth volumes.
https://www.dropbox.com/s/o84lqxkzwrwbkre/Screenshot%202014-09-04%2011.49.06.png?dl=0
Any ideas on this? Could really use the help!
I’ve not personally set up any clothing like this before since I don’t primarily work with characters, but this tutorial from Nvidia could help you get started. They go over setting up a trench coat for a character to have collision for your character mesh.
There isn’t going to be a lot of information in Unreal’s documents because this is something that is made using the clothing plugin/tool from Nvidia.
Also, here is Fighter’s tutorial for clothing. 
https://www.youtube.com/watch?v=oRaStTw0-l0
If you get stuck on anything feel free to ask and I’ll help out. I use cloth often in some of my environment work, but not on characters. I can always try to point you in the right direction or find an answer for you though!
Tim