Where should i register my menu widget instance

In my player controller, I have a method that is running when the “m” key is pressed which is supposed to bring up my main game menu:

void AMainPlayerController::SetupInputComponent()
{
	Super::SetupInputComponent();

	// Binds the GameMenu configured input, to the delegate BringUpGameMenu method
	this->InputComponent->BindAction(*InputConstants::GameMenu::Name, IE_Released, this, &AMainPlayerController::BringUpGameMenu);
}

void AMainPlayerController::BringUpGameMenu()
{
        // Bring up the game menu
}

I started to code “Bring up the game menu” when I realised I wasn’t sure of the convention of where to place such widgets.

I was imagining putting the widget instance on the game mode, but I realised I have many game modes, so that doesn’t make sense.

Is there a game instance kind of class where I can register this widget to be all the time?

What’s the typical convention?