How to create a Pause menu with UMG?

Basically I want to create a menu like this. This is from an old gamecube game but it’s perfect for describing what I want. I want to make it so when the player presses a key, let’s say “P”, a menu pops up, which will offer the player choices like seen below. They can look at their items, character status, or system to change options or save the game. Problem is, I don’t know how to get a background like this? I don’t need the character images to be displayed, what I want right now is the top part. But notice the greyish blue background that everything is displayed on. I need a background to put these things, like Item and Equip text on, so that when the player presses P, the menu will come up with those displayed. No tutorials (that I’ve seen and I’ve searched for days for a solution) have shown a way to make a menu remotely similar to this. Usually, it just has Inventory on top, with a whole bunch of boxes on bottom, which is obviously not what I want. Can anyone help?

51696-symphoniamenu.jpg

Did you manage to display any UMG when pressing the key “P”? Adding blueish background image to UMG is easy, but you will need that background.