Well, why not just ask how to make the whole game?
You break it down into little pieces. What do you need first? A grappling gun. You don’t need fancy graphics or animations yet, just a gun that shoots a line trace. Is the hit location a valid grapple point? Now you want to lerp the character to that point, etc.
Break it into to small pieces and tackle one piece at a time. Don’t make try to make a grappling gun, Instead try to make all the little pieces. Just make an actor blue print that you can socket to the hand. Then add functionality that let’s you ‘activate’ that actor (i.e. pressing the fire button). Then make the ‘firing’ do a line trace to where ever you’re looking when the fire button is pressed. Then test the hit locations to see if it’s a valid point. Then move the character to that location. Do you want to test for collisions along the way? After everything is working properly, add the fancy graphics and stuff. One little piece at a time.