First of all, to set up footsteps, you need to have a footsteps component in your character. In this component you can choose a data table you want to use, sockets of your skeleton (you don’t need to change them if you have a ue4 mannequin). and footstep decal settings. 

You can add new footsteps types or change existing in the DT_Footsteps. 

Add as many footsteps types as many you want. You need to set up the surface type of the object, particle effect, decal material and the sound.

To add a new surface type you need to add a new surface. Go to the project settings and search for surface. After the project's reboot you will have a new enum type in DataTable.

Create Physics Material and select the surface type you want to have and add to the mesh you will step on. You can also set physics material in your landscape layer info. The same setup you can find in the impact result chapter (№ 17)