Declaring the default pawn class in GameMode

Assumed that your game mode file(called as MyGameMode.h) is in Source folder, so you have to include HPCharacter.h, and declare like below.

         #include "HP/HPCharacter.h"
          AMyGameMode::AMyGameMode()
        {
             DefaultPawnClass = AHPCharacter::StaticClass();
        }

For either FObjectFinder or FClassFinder, these are used to find Blueprint layer from the game folder, aka Content folder in the project.