Old question, but I wanted to give a proper answer. As mirsabayu said, you need root motion:
https://docs.unrealengine.com/en-us/Engine/Animation/RootMotion
First find the animation that you need to convert to root motion in the animation asset browser and activate it (double click it). Now go to the Asset Details panel. It should be next to the Skeleton Tree panel. Find the Root Motion section and toggle EnableRootMotion.
Then open up your anim blueprint with the state machine logic and set your root motion mode. This is located in the Anim Preview Editor panel in the lower right. I have mine set to root motion from everything.