You can enter the combat state only if you have any close combat weapon in your current equipment. 

The system will register all sockets or bones of the weapon mesh as points you will hit with. If you don't have bones in your weapon or if you are using static mesh, you should add sockets and configure the location of bones that will be used in the hit system to hit your enemy during the attack animation. 

Here you can set the animations you will be using in the close combat system.

For the attack animations you should place the attack notify state to choose the duration of the attack in the animation. Follow State is important for the AI. It is an amount of time in the animation when AI constantly rotates toward the player.