This menu system is NOT using UMG. Everything in this project is within the game world, but functions the same as any other menu system. What makes this special is that you have full control of everything within blueprint and is easily readable (No more obscure UMG stuff).
If you have any questions please ask. This is provided as is and everything in it is free.
spacemarine658 made a great tutorial for the new input system in 5.3+. https://www.youtube.com/watch?v=sV1X4zXan6M