This is for a menu but it’s created through a HUD blueprint.
It boils down to drawing text, or a texture, and placing a hit box over it. Then you call an event when the box is clicked on. If you want to enable the mouse when the menu is open (rather than having the mouse on all the time on the level like my menu tutorial), you can do it by calling the player pawn and getting player movement, the HUD blueprint map in the content examples can show you that in more detail.