If you go the route of using a built-in trigger box, you’ll need to use the Level Blueprint to call SetState on it (and you’ll need to use the Get components Function to find the BPC_Dialogue component you’ve placed on your trigger box, since the level blueprint doesn’t know that this specific trigger box has that component).
The other method would be a new Blueprint class with your BPC_Dialogue component and a collision volume with the overlap event triggering the SetState function.
The “Press E” message only shows up when the BPC_UseScanner detects an actor on the Visibility trace channel (assuming it’s been configured correctly), but trigger boxes are ignored on this trace channel, so it wouldn’t be detected.