If you want to save a state in a database you do a http request for instance, just like in any other language, an example is here:
If you are overwhelmed by the quantity of the features, just follow a book, and as soon as you feel a bit at ease, like someone said here, do a proof of concept of a little game in the style of what you like, do not copy and paste an easy tutorial.
I kick started in 3 months a few hours every day with “Learning C++ by building Games in Unreal4”, I was OK at C# in Unity, and I had been using C for low level things for many many years.
The good thing with C++ is that, even if Unreal gets to be too hairy for you, there is a lot of work for C++ coders in the general industry, it’s the golden standard (with Java).
Like for all coding jobs, the key is to write, not just read and copy/paste.