I found somewhere that the widget menu should be on an actor if I want to show it in 3D.
Absolutely nope. But it can help to have a dedicated menu actor - perhaps the menu must do some heavy lifting, run timelines, do multiplayer stuff or something more advanced, be reusable in other scenarios.
That’s how you make VR widgets. It’s just a widget component in world space mode - a widget that is displayed on a mesh and can be interacted with via the Widget Interaction Component - in scenarios where you do not have a mouse or don’t / cant use a traditional pointing device.