As with everything else in UE4, you need a roll or dodge animation, you need to code in the translation and you need to code in the initiation of the roll or dodge. If you want special effects you need to code in those as well. Maybe make custom materials or spawn particle systems. You might want to make the character invulnerable so you have to code that in as well.
For just the basic dodge without the animation or any effect you have to do 2 things:
- Bind a key that you want to use for dodging in the project settings and
- From that event translate the player in whatever direction you want to go.
The easiest would simply be to use a timeline node and in the output update the position of the character using set actor location.
If you want to make a better dodge mechanic you have to figure out what you want, think about how you can achieve it, make the animation or materials needed and then combine them.
Good luck.