When I start the simulation, I want to be able walk on my scene like in the real game, but the player is flying. He is not walking through the walls, but he is flying and not walking. How can I solve it?
When you use "Simulate In Editor" (by pressing Alt+S or pressing the play symbol with a cog next to it) the engine generates a default Pawn and PlayerController which move about in the way you described (i.e. flying with collision).
If you want to use the normal player controller and pawn (i.e. how the player would move about in the level), you just need to use "Play in Editor" (by pressing the Play symbol without the cog).
You can read about different ways of testing your game in the editor here.