I'm watching some tutorials and they appear to have an object that is called Function.
When I try and search objects there is no 'Function' choice in the list.
Do you know how I can add the object (Function)?
You no longer need Function object, use built-in functions.
Right-click on "Add event" and select Function. Or simply press F.
construct.net/en/make-games/manuals/construct-3/project-primitives/events/functions
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It was replaced last year. See the blog post Construct 3's new redesigned functions