class WR_API AWRCameraMovementComponent : public AActor
This is an actor class that cannot really be spawned in constructor, you would need to use SpawnActor during gameplay.
I reckon you want actor component, so you can attach it to your player, thus you would need to change the class name to UWRCameraMovementComponent (notice U vs A in the name) and derive from UActorComponent instead of AActor, this way you can add the component to your player actor.
Something like this (don’t forget to include header for actor component and chance constructor name):
#include "Components/ActorComponent.h"
class WR_API UWRCameraMovementComponent : public UActorComponent
Here is nice overview of actors vs components Actors | Unreal Engine Documentation