You can refer to my default data asset configuration, if you can't see it in the drop-down box, you can enable this option.

From there, create a Blueprint asset and make any edits you want to the footstep effect.

In the data asset content, you can see the following options:

FootstepEffectSettings, which configures the specific footstep effect data triggered based on the physical surface type.

For the first variable of the footstep effects list (FootstepEffectSettings):

• PhysicalSurface：Surface Type (the physical surface on which this effect is configured to work)

For the physical surface type, you need to configure your own physical surface type in project settings->Physics->Physical Surface.