Follow this guys tutorial UE4 Tutorial | Steam Friends | Inviting and Accepting Requests - YouTube , and you will be able to connect, to find a session you need to setup a widget that displays the server name from a variable where you get and set the session from a for each loop. Call that variable in the widget child that gets the servers.
In the example above I have built a search feature that allows players to search for a Hosted Game, A Dedicated Server, or by the Server Name.
