There are a couple methods in which you can call Events in UMG which are outlined below.
Bindable Events
Bindable Events are a way for UMG to mimic the behavior currently used by Slate which needs a single handler to tell it if the Event was handled. You can bind a function in your Widget Blueprint to the event from the Details panel under the Events section (shown below indicated by the yellow arrows).
Indicated above by the yellow box, some Widgets supplement Events through the handling of Interaction. For the example above, in addition to the OnClicked Event for a Button Widget, you are able to specify the handling of click events through setting the Click Method or Touch Method. You can also specify through the IsFocusable option if a button should only be mouse-clickable and never keyboard focusable.
Multicast Events
Multicast Events are the standard way Events are handled in Blueprints.
To use a Multicast Event, click on the Widget in the My Blueprint tab (1), then Right-click in Event Graph (2) and the available Events will be displayed under the Widget Event section where you can choose which Event you wish to assign (3).