This all depends on what method you are using to create your projectiles. Projectiles can be particles, physics actors, ray casts, etc. From what you are describing, you probably want to spawn an actor, give it the motion you desire, and use an On Hit Event or On Overlap event to simulate the Hit. Using an actor, you can set the collision to Block or Overlap depending on if you want to use Hit or Overlap. It may be helpful to look at the sample projects and at the Projectiles they are using.
so lets say i have a certain vfx where the character shoots some magical balls or something else , how do i add the collision to that vfx or apply it on the part of vfx that’s supposed to make damage for the enemy ? like the box collision moves with it ?
Evan is right. You have to attach the FVX to an actor with a collider, not move the collider with part of the VFX.