How to do it...

Let's say we are trying to construct an object of a UAction type that itself derives from UObject—for example, the following class:

UCLASS(BlueprintType, Blueprintable, 
       meta=(ShortTooltip="Base class for any Action type") )
class CHAPTER_03_API UAction : public UObject
{
  GENERATED_BODY()

public:
  UPROPERTY(EditAnywhere, BlueprintReadWrite, Category=Properties)
  FString Text;
  UPROPERTY(EditAnywhere, BlueprintReadWrite, Category=Properties)
  FKey ShortcutKey;

};

To construct an instance of the UAction class, we'd do the following:

// Create an object
UAction * action = NewObject<UAction>(GetTransientPackage(), 
                                      UAction::StaticClass() 
                                      /* RF_* flags */ );