Hi sonike,
I was also having a few issues thinking on how to do this, but the best way I came up with working on it was to set up custom events on your UMG Blueprint to perform certain actions, and then in your Player Controller/Character Controller/Level Blueprint, you can CAST to the UMG Blueprint that you’ve got loaded and call that event.
For example, if I press ESC on my keyboard in my main menu, it fires off a cast to main menu which then asks it to perform the custom event “BackButtonPressed” which does the same thing as when I click the back button.
Hope that helps.