So make a blueprint (BP_Collectables) for example. In viewport add Box Collision or Sphere Collision. Bind OnBeginOverlap on that collision and you will have a callback everytime something goes through that collision (including player). Handle anything you need there.
This is a bad practice but can help you: When pickup collectables you can GetAllActorsOfClass, Get(0) on that array and check if iits Valid. If its Not Valid means you have none of the actors on the level (you picked all of them)
NOTE: i posted no pictures so that you start exploring ue4 (: . happy coding