Maps and Modes
Open your Project Settings
and at Project->Maps&Modes
select all according to the screenshot:
Default GameMode: GM_MainMenu
Editor Startup Map: EmptyMap
Game Default Map: EmptyMap
Game Instance Class: BP_GameInstance

Then select EmptyMap in content browser:

Try launching the game in PIE:

If successful - then you already could see the MainMenu and most of the functionality should already be working(e.g. Screen/Graphics categories, Menu Music Volume or Exit Game button).
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