There is no “proper” way. Everyone has their own methods, a lot of developers usually Google for hours sometimes days looking for a tiny bit of code that works properly. The amount of time you spend on this definitely depends on your searching skills; using the right words will get you exactly what you want. I spend about 1 minute on Google only to find this: https://answers.unrealengine.com/questions/110369/how-to-create-a-simple-object-in-c-with-ue4.html, which is most like what you’re looking for (not NewObject() which works but, depending on your parent class, needs a mesh component to render properly).
It actually sounds like you need to understand the architecture of UE4; how the scene graph hierarchy works, how components work and why they exist, etc. In UE4 (and in a vast majority of game engines) an object isn’t something that’s necessarily rendered to screen, it’s something the engine can reference in memory, garbage collect, etc. Objects can have components, a lot of the objects you’re used to (the rendered ones) have a mesh component and a root transform component that tells the engine the scale, location, rotation, skew of the mesh (brush up on matrices, especially homogeneous/4x4 matrices).