Question about Unreal Blog Post: How to Add Global Shaders to UE4

I would like to test the global shader code of the unreal-blog entry:

However i have no clue where to add the cpp for the

class FMyTestVS : public FGlobalShader

part. Does this go into some file in the Engine/Source directory or into my own project?
I also have no clue where to put the test function

void RenderMyTest

do i have to add this to my own project and where, inside some actor?
The final question would be if it is possible to replace the

DrawPrimitiveUP

call within the RenderMyTest function with just DrawPrimitive, to increase the perfomance?

Cheers, M.S.

I am having the exact same problem 4 years later.

What problem, that you don’t know where to put new code?