UIAction.h Line 139

Putting a breakpoint at UIAction.h Line 139 will pause the editor whenever a UI Action is triggered so that you can see where the code goes. Step into this function and into the next and it will show where the delegate points.

FUIAction::Execute()

bool Execute( ) const
{
	// It's up to the programmer to ensure that the action is still valid by the time the user clicks on the
	// button.  Otherwise the user won't know why the action didn't take place!
	if( CanExecute() )
	{
		return ExecuteAction.ExecuteIfBound(); //--- THIS LINE ---
	}
	
	return false;
}