Physics and Collisions
The plugin automatically creates collisions for spawned meshes when the Physics button is selected in the Errant Paths Editor mode while the Path is generated.
To make sure the physics/collisions generated successfully, enter the "Player Collision" view mode in the viewport and look for cyan meshes.
Note that StaticMeshes which get combined into HISMs (Hierarchical Instanced Static Mesh Component) are not displayed in that view, but they might still have valid collision.
As SplineMeshes are bent with the Path, they need to have enough vertices in their Simple Collision shape to allow for bending the collision without significant artifacts. It's especially important for surface meshes over which vehicles and characters move.
You can investigate Simple Collision in the Mesh Editor - Viewport -> Show -> Simple Collision.
One way to ensure that you have enough vertices in the collision is to switch Collision Complexity to "Use Complex Collision As Simple". It then uses normal mesh geometry as Simple Collision.
Note that this makes sense for relatively simple meshes (less than a few hundred vertices). Using this option for very complex meshes might lead to poor physics simulation performance and issues with streaming (hitches). Also, this is only needed for meshes that are used on SplineMeshes. StaticMeshes are not bent and don't need additional vertices in their Simple Collision.
Another thing to keep in mind is when reusing the same Mesh asset in both StaticMeshes and SplineMeshes. Enabling "Use Complex Collision As Simple" will incur cost for physics simulation not only for the SplineMeshes, but also for StaticMeshes. It might be worth duplicating the mesh and storing two variants of it, one for SplineMeshes, another for StaticMeshes.