Hi! Can’t remember how I started exactly, but IIRC I just took bits and pieces of the demo map (BP Player, etc…) and adapted to my needs on a brand new map. As for the GUI, never used that apart from some initial tests, I just open the connection from Pawn BP with OpenVibe already up and running in the background. Just set up a TCP node in Openvibe and check the port is the same in both UE and OV. Anyway, have a look at the pics and see if that helps! 
This is how you call the GUI (IIRC) from within BP Pawn:
This is my start-up code instead (always inside BP Pawn):
Then you get the signals’ values and do your things:
P.S.: Just remember to add the OpenVibe component from the BCI Plug-in in your pawn!
P.P.S.S.: Be aware that both OV and BCI plugin are set to Signal and not Matrix!