How to do it...

1. Inside of the Chapter_10Editor folder, create a new header file, CookbookCommands.h, and insert the following class declaration:

#pragma once
#include "Commands.h"
#include "EditorStyleSet.h"


class FCookbookCommands : public TCommands<FCookbookCommands>
{
public:
  FCookbookCommands()
    : TCommands<FCookbookCommands>( 
      FName(TEXT("UE4_Cookbook")), 
      FText::FromString("Cookbook Commands"), 
      NAME_None, 
      FEditorStyle::GetStyleSetName()) 
  {
  };

  virtual void RegisterCommands() override;

  TSharedPtr<FUICommandInfo> MyButton;
  
  TSharedPtr<FUICommandInfo> MyMenuButton;
};

2. Implement the new class by placing the following in the .cpp file:

#include "CookbookCommands.h"
#include "Chapter_10Editor.h"
#include "Commands.h"


void FCookbookCommands::RegisterCommands()
{
#define LOCTEXT_NAMESPACE ""
  UI_COMMAND(MyButton, "Cookbook", "Demo Cookbook Toolbar Command", EUserInterfaceActionType::Button, FInputGesture());
  UI_COMMAND(MyMenuButton, "Cookbook", "Demo Cookbook Toolbar Command", EUserInterfaceActionType::Button, FInputGesture());
#undef LOCTEXT_NAMESPACE
}

3. Next, we will need to update our module class (Chapter_10Editor.h) to the following:

#pragma once

#include "Engine.h"
#include "Modules/ModuleInterface.h"
#include "Modules/ModuleManager.h"
#include "UnrealEd.h"
#include "CookbookCommands.h"
#include "Editor/MainFrame/Public/Interfaces/IMainFrameModule.h"

 
class FChapter_10EditorModule: public IModuleInterface 
{ 
    virtual void StartupModule() override;
    virtual void ShutdownModule() override;

    TSharedPtr<FExtender> ToolbarExtender;
    TSharedPtr<const FExtensionBase> Extension;

    void MyButton_Clicked()
    {
        
        TSharedRef<SWindow> CookbookWindow = SNew(SWindow)
            .Title(FText::FromString(TEXT("Cookbook Window")))
            .ClientSize(FVector2D(800, 400))
            .SupportsMaximize(false)
            .SupportsMinimize(false);

        IMainFrameModule& MainFrameModule =
            FModuleManager::LoadModuleChecked<IMainFrameModule>
            (TEXT("MainFrame"));

        if (MainFrameModule.GetParentWindow().IsValid())
        {
            FSlateApplication::Get().AddWindowAsNativeChild
            (CookbookWindow, MainFrameModule.GetParentWindow()
                .ToSharedRef());
        }
        else
        {
            FSlateApplication::Get().AddWindow(CookbookWindow);
        }
        
    };

    void AddToolbarExtension(FToolBarBuilder &builder)
    {
        
        FSlateIcon IconBrush =
            FSlateIcon(FEditorStyle::GetStyleSetName(),
                "LevelEditor.ViewOptions",
                "LevelEditor.ViewOptions.Small"); builder.AddToolBarButton(FCookbookCommands::Get()
                    .MyButton, NAME_None, FText::FromString("My Button"),
                    FText::FromString("Click me to display a message"),
                    IconBrush, NAME_None);
        
    };
}; 

Be sure to #include the header file for your command class as well.

4. We now need to implement StartupModule and ShutdownModule:

#include "Chapter_10Editor.h" 
#include "Modules/ModuleManager.h"
#include "Modules/ModuleInterface.h"
#include "LevelEditor.h" 
#include "SlateBasics.h" 
#include "MultiBoxExtender.h" 
#include "CookbookCommands.h" 

IMPLEMENT_GAME_MODULE(FChapter_10EditorModule, Chapter_10Editor)

void FChapter_10EditorModule::StartupModule()
{
    
    FCookbookCommands::Register();
   
    TSharedPtr<FUICommandList> CommandList = MakeShareable(new FUICommandList());
    
    CommandList->MapAction(FCookbookCommands::Get().MyButton, FExecuteAction::CreateRaw(this, &FChapter_10EditorModule::MyButton_Clicked), FCanExecuteAction());
    
    
    ToolbarExtender = MakeShareable(new FExtender());

    FLevelEditorModule& LevelEditorModule = FModuleManager::LoadModuleChecked<FLevelEditorModule>( "LevelEditor" );

    Extension = ToolbarExtender->AddToolBarExtension("Compile", EExtensionHook::Before, CommandList, FToolBarExtensionDelegate::CreateRaw(this, &FChapter_10EditorModule::AddToolbarExtension)); 
    
    
    LevelEditorModule.GetToolBarExtensibilityManager()->AddExtender(ToolbarExtender);
    
        
}

void FChapter_10EditorModule::ShutdownModule()
{
    
    ToolbarExtender->RemoveExtension(Extension.ToSharedRef());
    
    Extension.Reset();
    ToolbarExtender.Reset();
    
}

5. Regenerate your project piles if needed, compile your project from Visual Studio and start the editor.
6. Verify that there's a new button on the toolbar in the main level editor, which can be clicked on to open a new window: