You need to setup your skeletal mesh’s physics asset and assign to skeletal mesh and enable the overlap events.
To do that
Right click on skeletal mesh
Single Covex Hull well enough to have physics asset drawings. Directly selecting and drawing from skeletal mesh’s edges.
In c++ side you may setup like this :
MeshComp->SetCollisionEnabled(ECollisionEnabled::QueryAndPhysics);
MeshComp->SetCollisionResponseToChannel(ECC_Pawn, ECR_Overlap);
MeshComp->SetGenerateOverlapEvents(true);
MeshComp->SetSimulatePhysics(true);