Looks like it’s a combination of a flight animations and then also disabling the gravity on the actor (I believe there’s a blueprint node called setgravity or something like that–but it might only be on certain kinds of components (skeletal mesh components/etc) or it might be on only subclasses of pawn or something like that. You’ll have to do a little digging).
It looks pretty straightforward…I think that most of the work for this sort of thing would be in making the controller/keyboard inputs feel nice and fluid and making an animation blueprint to blend the various states.