I guess the best question I can come up with is did you go with that RTS tutorial as your first tutorial for learning to use UE4? I'm going to hazzared a guess and say that you used that tutorial as your first.
Anyway, yes, tutorials are designed to learn how to use an engine. But if you don't have a solid foundation to work with you're not going to succeed. Your diffulties are a case and point. Because you don't understand the engine or how to work with it, the tutorial isn't working for you because you don't know the shortcomings of the tutorials. If you understood the engine and knew how to work with it, when you came across something in the tutorial that doesn't work, you'd be able to say "Okay, cool, I know why this isn't working" and address it.
Also note that building a game off a tutorial is probably worse than building a game off a prototype. I've seen a number of people try to build 3D games using code from NeHe's OpenGL tutorials -- while those tutorials are suitable for learning how to work with OpenGL, you simply can't build a game off them and if you did, it would be a terrible mess.
Scene Graph -- that the way an engine manages a scene including static and dynamic geometry and objects.
I may be using object model inappropriately -- I'm speaking of how objects are represented in a game (or other application) vs, how they're represented as a particular language construct.
To address some of Vagabond's questions:
Is one of the main features of UE4 to provide an engine for designing a RTS game?
No, but it's not poorly suited to this task either. It originally started out as a FPS engine but has since expanded tremendously and is extremely flexible. It uses a Blueprint system to model the logic for any game built with it. I've seen many kinds of games built with UE4 including shooters, turn based strategies, tactical strategies, tower defense, top-down dungeon crawlers and more. At its heart it's a very powerful real time rendering engine with great network code and a hell of a scripting system to allow you to do pretty much whatever you want.
Using an engine that is dated by a couple of years isn't necessarily a bad thing. It means there will be less bugs and the persistent bugs will be better documented.
I would disagree with this. Spring comes to mind. It's hardly a bleeding edge engine but it's also not well suited to ... anything and is loaded with bugs despite being a decade or so in age.
There is also GLest which is an RTS engine better suited toward what Lord Palandus wants to do but it's extremely dated, hasn't seen significant development in a long time and, like Spring, is loaded with bugs.
I'd like to reiterate what I stated a few months ago.
START SMALL.
You've decided on UE4. Excellent.
Now you need to learn the basics of it and how to get it to do the things you want. Build small projects with it that represent individual things you need to do.
First thing's first -- unit selection and movement. It's a very simple yet extremely important function.
Second, building placement. This one is a little more difficult but is also extremely important.
Third, unit/unit and unit/building interaction. Without this you don't have anything.
Fourth, unit construction through an interface accessible through a building.
Fifth, resource collection.
Those five things are the bare basics of any RTS. If you can figure out how to do each of those things
separately (I cannot stress this point enough), then you can figure out how to make them work together. Do not expect to sit down with a tutorial and have something good to show for yourself -- as you can see, it won't happen.
And remember, I'm not saying "You suck, piss off." I'm sharing my experiences with you in how to learn the development process of a game. You absolutely need to start small. If I were to sit down today to build an RTS I'd start pretty much in that order. Once I figured out effective ways to do these things I'd settle in to build a fully working prototype demonstrating the core features and build off that.
Also something I didn't comment on until now:
How to prevent it entirely could be a matter of boxing in things with a top-layer bounding volume.
No! Don't do this! In your case if something is hit with enough force to leave the 'play field', just have it disappear. If it's exited the boundaries of the play field than it's no longer in play. But this is something that's determined by the rules of the game.