Static functions are executing without initiation of a object so there nothing in memory created for that function if you use ConstructorHelpers. It’s code is always stored in memory together with rest of game and engine code, whatever you like it or not OS loads entire content of exe’s and dll’s to memory because this is only way CPU can access it.
In fact “ConstructorHelpers” here is actually used as namespace then object or class when calling static function. Same goes with ACodeFppDemoHUD::StaticClass() this won’t initiate any ACodeFppDemoHUD object, the code of that function is loaded either way with the rest of the game code, “ACodeFppDemoHUD::” is just namespace here and this function it will just return UClass of a this class which is stored in memory by UE4 reflection system either way.
So in short, fact that you use ConstructorHelpers won’t effect memory in anyway, at least direcly