Render with its own shaders

Hello, the message itself!
Having re-read what is in the official source of documentation, forums and implementation options here and on GitHub.
I realized the following: in order to fit into the main render, you need to create a class inherited from UPrimitiveComponent in it to override the CreateSceneProxy () method.
By creating a class inherited from FPrimitiveSceneProxy and returning its object. Next I have is inherited from the Shader FShader with all its aspects of implementation, etc. I don’t know how to link this Shader with FPrimitiveSceneProxy.
If possible, give an example.