HelloWorld.h

#pragma once

#include "GameFramework/Actor.h"
#include "Http.h"
#include "HelloWorld.generated.h"

/**
 * 
 */
UCLASS()
class AHelloWorld : public AActor
{
	GENERATED_UCLASS_BODY()

	virtual void BeginPlay() OVERRIDE;
	void OnResponseReceived(FHttpRequestPtr Request, FHttpResponsePtr Response, bool bWasSuccessful);
};

HelloWorld.m

#include "UIDemo.h"
#include "HelloWorld.h"


AHelloWorld::AHelloWorld(const class FPostConstructInitializeProperties& PCIP)
	: Super(PCIP)
{

}



void AHelloWorld::BeginPlay(){
	Super::BeginPlay();

	// リクエストの作成
	TSharedRef<IHttpRequest> HttpRequest = FHttpModule::Get().CreateRequest();
	HttpRequest->SetVerb("GET");
	HttpRequest->SetURL("http://www.yahoo.com");
	// CallBack Delegateの設定
	HttpRequest->OnProcessRequestComplete().BindUObject(this, &AHelloWorld::OnResponseReceived);
	// リクエスト開始
	HttpRequest->ProcessRequest();


	if (GEngine){

		GEngine->AddOnScreenDebugMessage(-1, 5.f, FColor::Yellow, TEXT("HelloWorld!"));

	}
}



// CallBack Delegate
void AHelloWorld::OnResponseReceived(FHttpRequestPtr Request, FHttpResponsePtr Response, bool bWasSuccessful)
{
	FString MessageBody = "";

	// If HTTP fails client-side, this will still be called but with a NULL shared pointer!
	if (!Response.IsValid())
	{
		MessageBody = "{\"success\":\"Error: Unable to process HTTP Request!\"}";
		UE_LOG(LogTemp, Warning, TEXT("Error"));
	}
	else if (EHttpResponseCodes::IsOk(Response->GetResponseCode()))
	{
		MessageBody = Response->GetContentAsString();

	}
	else
	{
		MessageBody = FString::Printf(TEXT("{\"success\":\"HTTP Error: %d\"}"), Response->GetResponseCode());
		UE_LOG(LogTemp, Warning, TEXT("success"));
	}

	if (GEngine){
		GEngine->AddOnScreenDebugMessage(-1, 5.f, FColor::Yellow, MessageBody);
	}
}

xxxx.Build.cs

using UnrealBuildTool;

public class UIDemo : ModuleRules
{
	public UIDemo(TargetInfo Target)
	{
		PublicDependencyModuleNames.AddRange(new string[] { "Core", "CoreUObject", "Engine", "InputCore" });

		PrivateDependencyModuleNames.AddRange(new string[] { "HTTP" });
        PrivateIncludePathModuleNames.AddRange(new string[] { "HTTP" });

		// Uncomment if you are using Slate UI
		// PrivateDependencyModuleNames.Add("Slate");
		
		// Uncomment if you are using online features
		// PrivateDependencyModuleNames.Add("OnlineSubsystem");
		// if ((Target.Platform == UnrealTargetPlatform.Win32) || (Target.Platform == UnrealTargetPlatform.Win64))
		// {
		//		if (UEBuildConfiguration.bCompileSteamOSS == true)
		//		{
		//			DynamicallyLoadedModuleNames.Add("OnlineSubsystemSteam");
		//		}
		// }
	}
}