How to do it...

1. Add the following event declaration macro to the header of your MyTriggerVolume class:

DECLARE_EVENT(AMyTriggerVolume, FPlayerEntered) 

2. Add an instance of the declared event signature to the class:

FPlayerEntered OnPlayerEntered; 

3. In AMyTriggerVolume::NotifyActorBeginOverlap, add the following code:

OnPlayerEntered.Broadcast();

4. Create a new Actor class called TriggerVolEventListener:

5. Add the following class members to its declaration:

#pragma once

#include "CoreMinimal.h"
#include "GameFramework/Actor.h"
#include "Components/PointLightComponent.h"
#include "MyTriggerVolume.h"
#include "TriggerVolEventListener.generated.h"

UCLASS()
class CHAPTER_05_API ATriggerVolEventListener : public AActor
{
    GENERATED_BODY()
    
public: 
    // Sets default values for this actor's properties
    ATriggerVolEventListener();

    UPROPERTY()
    UPointLightComponent* PointLight;

    UPROPERTY(EditAnywhere)
    AMyTriggerVolume* TriggerEventSource;

    UFUNCTION()
    void OnTriggerEvent();

protected:
    // Called when the game starts or when spawned
    virtual void BeginPlay() override;

public: 
    // Called every frame
    virtual void Tick(float DeltaTime) override;

};

6. Initialize PointLight in the class constructor:

// Sets default values
ATriggerVolEventListener::ATriggerVolEventListener()
{
    // Set this actor to call Tick() every frame. You can turn this 
    //off to improve performance if you don't need it.
    PrimaryActorTick.bCanEverTick = true;

    PointLight = CreateDefaultSubobject<UPointLightComponent>
    ("PointLight");
    RootComponent = PointLight;
}

7. Inside BeginPlay, add the following code:

// Called when the game starts or when spawned
void ATriggerVolEventListener::BeginPlay()
{
    Super::BeginPlay();

    if (TriggerEventSource != nullptr)
    {
        TriggerEventSource->OnPlayerEntered.AddUObject(this,            
        &ATriggerVolEventListener::OnTriggerEvent);
    }
    
}

8. Lastly, implement OnTriggerEvent():

void ATriggerVolEventListener::OnTriggerEvent() 
{ 
  PointLight->SetLightColor(FLinearColor(0, 1, 0, 1)); 
}

9. Compile your project and launch the editor. Create a level with the game mode set to our Chapter_05GameModeBase, and then drag an instance of ATriggerVolEventListener and AMyTriggerVolume out into the level.
10. Select TriggerVolEventListener, and you'll see TriggerVolEventListener listed as a category in the Details panel, with the property as Trigger Event Source:

The Trigger Vol Event Listener category

11. Use the drop-down menu to select your instance of AMyTriggerVolume so that the Listener knows which event to bind to:

12. Play your game and enter the trigger volume's zone of effect. Verify that the color of your EventListener changes to green: