Linker errors are usually created when you are missing an include. In this case, I assume you need to add the UMG module in your build file.
Find your YourProject.Build.cs file and add “UMG” with the quotation marks in the Public Dependency Modules, like so:
PublicDependencyModuleNames.AddRange(new string[] { "Core", "CoreUObject", "Engine", "InputCore", "HeadMountedDisplay", "UMG"});