UUserWidget (UMG Widget)
UUserWidgets are used in Epic Games' UI System, called Unreal Motion Graphics.
They inherit from Slate, which is a language used to create UI within C++ and also used for the Unreal Engine Editor itself.
Widgets are only available locally. They don't replicate and should not contain and replication code. Preferably they wouldn't contain any gameplay code either, but some games might require it.
To learn more about UMG and Widgets, please use the provided API Link above.
We already had a small example for the Widgets usage inside of the APawn examples. So I will skip them here.