If someone needs a solution to how to do it properly, I found a way. Probably there is a way to do it more appropriately. If you found one, give a tip, please 
So. Here is how I did it.
First, you need to set up in-game mode “logic of death and respawn.”
And what to do when the actor is destroyed, for me, is to show the death screen widget
After that gives logic and animation to death. For me, it’s the activation of ragdoll
And destroy the actor, so the game will know that player is dead.
But for checkpoint logic, you need to create BP_Actor and set the following logic. So when the player overlaps the checkpoint, it will take the same position to respawn the player.
