Hey @Touka01! I’ve also implemented the same mechanic in the past 
So what you need to do is to create an input action and set it’s value type as Axis 1D (float) like this:
Then from the Input Mapping Context, bind it to the Mouse Wheel Axis like this:
Then set up your character blueprint’s Event Graph like this:
In my blueprint code above 
the default value of my variable named “Calibration” is 25. You can set it’s default value along with the min & max values of the clamp node to your liking.
And here’s the result:
Now you can increase the speed by scrolling the mouse wheel up and decrease it by scrolling down!
Hope this helps 