I would really, REALLY suggest using the level blueprint for this.
If you would like to go another (more complicated) route, you can create an actor that would be unseen that holds all of the code for your menu. Once it’s loaded in, you can use Begin Play on that actor to create a HUD and Add To Viewport any widgets you need.
hi,
like @Mind-Brain suggested level blueprint is a great start, you could also do it in game state, there are many possibilities, this is an awesome course to showcase many different approaches
hope it helps you too, this course was really great