It’s not inside the character blueprint, it’s in the game mode. To create that, right click on an empty space in the content browser, choose the blueprint class option on the menu that pops up, and select game mode as it’s class.
You can also access this setting by navigating to your level where you can see your map from the viewport, then typing in “game mode” into the search bar inside the World Settings window that’ll be on the bottom right by default.