You can create Health bar using Slate UI Framework in C++ (SCompoundWidget class in particular).
Slate is a custom and platform independent user interface framework that is designed for effective creation of user interfaces for games and custom tools.
If you like to learn more about Slate, please go here:
For an example of health bar implementation, please go here:
In addition, if you like to learn more about buttons creation and drawing in HUD, please go here: