Hey @ezren! Welcome to the forums!
So what you’ll want to do is, on tick:
Get Player Controller and use that to “Convert Mouse Location to World Space.”
Use the “Location” pin. That’s your mouse coordinates.
Now drag in your weapon component and use “Set Rotation” using a “LookAt” node, with the weapon’s current Location (use Get Location) as the start and the Mouse Location as the End. 
If you have any issues implementing this after a good try, let us know!