Unreal has a different structure. It’s a bit more rigid than unity’s
You can use AGameModeBase as the base class that defines your game
Use APlayerController to posses pawns and give them commands (via enhanced input bindings).
The equivalent to start would be the CDO or BeginPlay (commands that require the world context like spawning actors should be in begin play)
There is not exact one to one of update. Closest would be the event tick or async physics tick for physics update.
I’d suggest reading over the gameplay framework documentation for more insights.
Don’t forget that you can create template games in the engine with a c++ version of them (3rd person, fps, simulation etc) They can give you a look into best practices.