Making a REST API Server

You will not be able to do this in blueprint. You will need to create a plugin, or modify an existing plugin to do this. You can use the one below as a guide but be advised - this HTTP server plugin is created for Unreal Tournament. I have been able to recompile it for Unreal Engine just by removing the UT stuff and commenting out appropriate lines in C++. But you will need to understand C++ to make changes to it and expand it to your own needs. Also be advised that there is zero security implemented for this, and you will also need to design your own methods for communicating from worker thread to main game thread.