Is there any hidden flagg that I have
to enable or something?
Aye, there is! Spline Components are not visible in PIE, try this somewhere on Begin Play:
I realize that I can’t see the spline
so I can’t modify it like any other
spline.
Just to clarify: Spline Components are very different from Spline Mesh Component. So which one is not showing? Atm, your SMC is not showing because it has no Static Mesh assigned.