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This page will take you through the steps necessary to add a Blueprint Spline Component or Blueprint Spline Mesh Component to any Blueprint you have available. Both of these components require that your Blueprint inherits from any class that can trace its linage back to Actor (Pawn, Character, etc.).
Steps
Create a new Blueprint or Open a Blueprint in the Blueprint Editor.
Add Component -> Spline or Add Component -> Spline Mesh.
Adjust any settings for the added component. See Blueprint Spline Component Property Reference or Blueprint Spline Mesh Component Property Reference for more information on the properties available.
You can directly edit a Blueprint Spline Component's points in the Blueprint Editor Viewport.
Result
You will have added a Blueprint Spline Component or Blueprint Spline Mesh Component to your Blueprint, see the next how-to's for more information on how to manipulate them.