I would make a pawn actor with a camera and make a level. And place the pawn actor in the level and use the camera from the pawn actor as the first camera cut in your sequencer. Set up the cut scene how you want it in sequencer. Then make your menu widget and hook up the button you want to start the cutscene to play the cutscene (and then do whatever else, like start the first level, etc).
hope that helps, and good luck!