You procide as normaly in C++. you just need to do some reconfiguration in build script or else you gonna have linker errors, UE4 has it’s own build system so it ignores VS configuration, here tutorial how to set it up
Try to create a wrapper class in UObject enveraiment so it will be compatible with reflection system and UObject. remember to convert any C++ standard types or SQLite types to UE4 types so there wont be any issues with reflection system. aspecially as you planing to incorporate blueprints in to this.