Full Two Way Code
Bob is correct of course 
I just wrote up this code for you if you need exact code to work with!
FString UE4Str = "UE4 C++";
**//FString to std::string**
std::string cstr(TCHAR_TO_UTF8(*UE4Str));
**//std::string to FString**
ClientMessage(FString(cstr.c_str()));
Recall that operator* for FString gets you the inner data, which is TCHAR*
Enjoy!
Rama
PS: to run this code you need to #include <string>