Take a look at the sample media widget in the ContentExamples project (/Content/Maps/Media.umap). It has a slider just like that. The UMG widget is located in /Content/UMG/MediaPlayerWidget. Here is a screenshot of the relevant part of the Blueprint graph:
Note that there is some logic to remember and restore the playback rate during scrubbing. Also remember that scrubbing will work more or less well depending on the video format. Highly compressed video formats usually do not work very well, because frames cannot be uncompressed fast enough. Uncompressed AVI will give the best scrubbing experience (the images will update instantaneously), but will also generate the largest video files.