To change an AI’s unarmed animations (These are animations used when the AI is not holding a weapon) you go to the AI’s character blueprint, like the BP_Zombie for example. Then select the BP_AIComponent in the Components panel.
If the blueprint looks like the image below click the Open Full Blueprint Editor text shown in the image below, you should then be able to select the BP_AIComponent in the Components panel.

Now with the BP_AIComponent selected in the details panel search for Animations. Here you will be able to set all the AI’s unarmed animations for each behaviour. By default these are disabled and only the Default Anims are used.
If you wish to set specific animations for a behaviour you can enable the Use “Behaviour Name” Anims setting and when in that behaviour the AI will use those animations.
To change the default animations just open the Default Anims drop down menu and here you can set the animations.
To change the AI’s animations while holding a weapon go to that weapons blueprint like the BP_AIM4A4 as an example. If the Class Defaults panel search for animations. Here you will find the animations for each behaviour while the AI uses this weapon, like the AI Component the Default Anims will be used if the behaviours Use “Behaviour Name” Anims setting is unticked.

You will also find additional animation setting here for equipping and unequipping, Melee Animations and Range Attack animations. For info on adding new melee animations check the guide below, its is important you follow this as new melee animations require additional steps.