Thank you for your answer.
I’m in the Lit mode and I although don’t see shadows when I’m playing.
First I opened The Unreal project browser with the Epic Games Launcher
After that I :
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Clicked at the new project and then chose a first person Blueprint Project
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When the project was loaded I made a blueprint called “ProMeshTest”
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Then I made a ProceduralMeshComponent and made it the root Component
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I made the construction Script like in the answer