Ah, that might be it. I setup mine in SetupPlayerInputComponent which is a virtual method from APawn. Assuming your character class inherits from APawn or ACharacter too then put this in your .h (protected)
virtual void SetupPlayerInputComponent(UInputComponent* InputComponent) override;
and then implement it in your CPP.
I think if you want to setup in your player controller rather than a character you can use SetupInputComponent(UInputComponent* InputComponent) instead;
You shouldn’t need to call any of these methods yourself, UE4 will do that for you as part of the character / controller initialisation.