Recreate what's done in an Unreal Engine tutorial official page

I want to recreate something from this page: Utility Expressions | Unreal Engine Documentation

The DistanceToNearestSurface part.

I tried to create a material, instanciate it, set up a static mesh with the instanciated material in the default unreal level, but can’t achieve this. I guess there is a lot more into it that’s not explained.

Anyone know how to do this ?

NB: I did this part: Generate Mesh Distance Fields must be enabled in Project Settings under Rendering for this expression to work correctly