The easiest solution is probably to run a simple GET request against something like google.com using a simple C++ function like this one:
void AMyActor::RunInternetCheck() {
TSharedRef<IHttpRequest, ESPMode::ThreadSafe> local_http = FHttpModule::Get().CreateRequest();
this->SetHTTPTimeout();
local_http->OnProcessRequestComplete().BindLambda([this](FHttpRequestPtr request, FHttpResponsePtr response, bool success) -> void {
if(request->GetResponse()->GetResponseCode() == 200) {
/// ---> add your code here that gets executed when having internet connection
}
});
local_http->SetURL("https://google.com");
local_http->SetVerb("GET");
local_http->ProcessRequest();
}