This allows the spawning of a widget from C++, which is then attached to the viewport

UnrealCreateUMGWidgetFromC++.cpp

// Declare this in Header
TSubclassOf<class UUserWidget> Overlay_Class;
UUserWidget* Overlay;

// Do this in Constructor
ConstructorHelpers::FClassFinder<UUserWidget> WidgetClassFinder(TEXT("WidgetBlueprint'/MyPlugin/MyWidgetName'"));
if (WidgetClassFinder.Succeeded())
{
  Overlay_Class = WidgetClassFinder.Class;
}
else
{
  UE_LOG(LogCalibratio, Error, TEXT("Could not find the Overlay class. Have you renamed it?"));
}

//Do this in BeginPlay
Overlay = CreateWidget<UUserWidget>(GetWorld()->GetFirstPlayerController(), Overlay_Class);
Overlay->AddToViewport(0);

This can also be used with an own widget C++ class, from which your UMG Blueprint class inherits. For this, replace every UUserWidget with your C++ class name.

For more information on C++ widget collaboration with UMG Blueprints read http://benhumphreys.ca/unreal/ui-bindwidget/