Take a look at this thread: https://answers.unrealengine/questions/51871/how-to-make-projectile-destroy-a-destructible-mesh.html 
Or follow tutorial
https://forums.unrealengine/showthread.php?43363-No-ball-affect-on-destructible-mesh
https://www.dropbox/s/licmx8h1hlneo7k/Destructibles%20Tutorial.zip?dl=0