I am trying to use this to make a target that will disappear when shot but, I cannot find the target which is saved as a static mesh in the class selection menu.
Thank you for answering.
A mesh is not a class, it is an asset. To show that asset ingame, you need to have an actor spawned in the world, that has a (Static)MeshCompenent attached to it. In this mesh component you can select a mesh and a material. If you chose your mesh and a material to display the mesh, you will see your mesh ingame.