Your going to want to explore the collision presets and custom settings: [Collision Overview | Unreal Engine Documentation][1] You can modify the collision portion to ignore or only generate overlaps with other objects. You can also create new custom channels if you need to create new specific interactions: [Add a Custom Object Type to Your Project | Unreal Engine Documentation][2]
In this example I added a Custom Collision channel and set the sphere and cube to my CustomObjectChannel Object Type. I then set the Right cylinder to ignore that object type:
