Hi,
I was asking myself the question and was hoping for answer here… xD
Because wanted to connect 20+ footstep sounds.
And I found how to : in the file you select all your item, then inside the blueprint you can right clic and make a “multiple connection” from your selection.
For massive connection like random actors or stuff in the level, I usually use for each loof of the related objects.
► This answer is for all the people like me that is seeking for answer or a solution xD
I’m still a noob at unreal, but it can help someone out there