If this is a flat damage increase, you can link off of the On Spawn for the Player Spawn. Link it to Player Proxy and select Set Modifier.
For there you can change the % of a bunch of stats, including damage.
Yes, this is done using a modifier.
The simplest way to do it is going to be based on how you want to increase the player's damage, such as from buying an upgrade or from killing demons or something along those lines.
Once you know what you want to have trigger this:
Create a Number and call this number "PLAYER DAMAGE"
From your trigger > Add 0.2 to PLAYER DAMAGE.
Create a Player Proxy.
From your trigger > Player Proxy: Modifier (Damage), and set the Value to the Variable (Number) PLAYER DAMAGE.
Mind you, this is a scaling mechanism. If you just want to boost / reduce the player's damage, just add the modifier and the percentage of increase / decrease.
Thanks for the info, very helpful!