This maybe be solved already but I found that if you click on the rifle mesh, add a component and type particle in the search you will have two choices choose the one i have highlighted in the screenshot.
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This is because Unreal has two particle systems: Cascade (old one) and Niagara (new one). In the case of this tutorial, Cascade is used (“Particle System”). Unreal won’t let you put the wrong particle system in the wrong component anyway.
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