@Misaki Hi, I just want to chime in here as I had the same issue.
The component only attaches to actors in the world. However, this is not very useful as most games have enemies spawn in while playing.

However, the entire problem is solved by this one line of code:

It just makes it so when the actor is created, if no Target was set, it sets it to itself.

I'm afraid that's currently not possible via BluePrints. For that, you'd have to drop down into C++ and use the spine-cpp API, and translate mouse/touch click coordinates to the skeleton coordinate system.