Dust clouds are a particle effect kicked up during the run animation of a character. It is a neat little effect that helps imply speed of movement. Use an Animation Notify in the animation blueprint to trigger it.
Animation Notifications (Notifies)
Animation Notify is a animation effect locator that allows you to set a frame or range for an effect to play, what particle effect to play, and the location (based on the skeleton of the mesh the effect is being attached to).
Instead of using a tick inside of a blueprint call to activate an effect you can instead use a tick() inside of your material to do the same job for lower performance cost. Use a start time and let the material LERP itself to achieve the same effect. Awesome!
If you would like to attach a particle system or emitter to a specific actor or socket, you may use the Spawn Emitter Attached blueprint node. Shown below is a particle system "P_RuneCircle1" that spawns on a socket named ik_foot_l belonging in the skeletal set-up of "Mesh" when the "F" key is pressed and has a 90 degree rotation applied on all axes.
Courtesy cF Tempest