Creating & Initializing Sprites

I cannot find enough material to learn how to do this.

How does one create, via c++ code, and then initialize a sprite?

I see what I would need to do for static ConstructorHelpers::FObjectFinder as far as referencing the asset. What class of object to find however I do not know. As for the ObjectInitializer.CreateDefaultSubobject<> I don’t know what to do for both. Enough guidance to figure this out would be welcome.