In UMG you acn bind the OnKeyDown event, and then use GetKey to figure out from the FKeyboardEvent what key was pressed.
#Full Sample Project
I have given the Community a full sample project in which I capture user input keys for use with my Dynamic Key Rebinding system
I had write several BP Nodes in C++ to get it fully working, but its all part of my victory plugin!
UE4 Forum Link:
Rama