Ah okay, I see. In those examples meshes are “weld” to each other, this is something UE4 has for physics objects. When you attach one cube to another there is a flag “weld simulated bodies” on the “attach actor to actor” blueprint node. It will take collision primitives from child object and merge them into parent, so it becomes one object for the physics engine.
You can look how the physics handle character is made, in the event graph you will find those things. If you need something similar I recommend you start from this character and add you stuff, or you copy the attach/detach parts you need to your character.