So, what you would need is the slider bar itself associated with a blueprint. This blueprint could then detect if the left mouse button is clicking it. It would then need to receive input from the mouse scrolling left and right. Then you could have a blueprint on the slider base. This base then looks for where the bar is. Depending on where the bar is it will scroll up and down.
I recommend looking into our coding for UMG that is covered starting from this web page.
Many things that you find within our documentation are not specific. As we cover a wide area of knowledge and users our documentation is geared toward a broad area. You will need to strengthen your knowledge of UMG and blueprinting in order to make what you want.