I was helping someone out with a way to get external code into Unreal so I thought I would finish the task and give the plugin for free.
TinyFileDialogs is a cross platform system using native C, compatible with C++, giving the developer a set of dialogs to get information from the user. These range from a simple message box, to selecting a folder and save file locations.
Download the plugin here : https://github.com/Doublezer0/TinyFileDialogsUE4
Install : Just drop the plugin into your project Plugin directory.
Bugs : If you find any, feel free to PR or send me a message.