This is how I get the crosshair texture in my hud. I am assuming it is exactly what you are needing to do.
in the hud header file
/** Crosshair asset pointer */
UTexture2D* CrosshairTex;
in the constructor for the hud
// Set the crosshair texture
static ConstructorHelpers::FObjectFinder<UTexture2D> CrosshairTexObj(TEXT("Texture2D'/Game/Textures/crosshair.crosshair'"));
if (CrosshairTexObj.Object != NULL)
{
CrosshairTex = CrosshairTexObj.Object;
}
I hope this helps you. I got this from a tutorial which is how I learned how to get the textures into the code.