Hi,
That Font Sample node and the RobotoDistanceField font are primarily intended for Text Render components, and will only work with Offline fonts. You can generate your own by importing an offline font and checking the appropriate boxes (and then reimporting), but that won’t be what you need for UMG/CommonUI.
Instead, I’d recommend taking a look at the SDF support we added in 5.5. This is a relatively new feature and may have some performance implications depending on settings, but the Font Signed Distance material node will give you what you need to do shadow/glow effects and such.
Best,
Cody