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:
First there is a landing effect, which is triggered when you land after jumping.
Then there is 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):
For the physical surface type, you need to configure your own physical surface type in project settings->Physics->Physical Surface.