Add in editor Icon to your Custom Actor

   
// Copyright 1998-2014 Epic Games, Inc. All Rights Reserved.

#pragma once

#include "GameFramework/Actor.h"
#include "MyActor.generated.h"

/**
 * 
 */
UCLASS()
class AMyActor : public AActor
{
	GENERATED_UCLASS_BODY()
	virtual void BeginPlay() OVERRIDE;


	UPROPERTY()
	// A UBillboardComponent to hold Icon sprite
	TSubobjectPtr<UBillboardComponent> SpriteComponent;

	// Icon sprite
	UTexture2D* SpriteTexture;;
};

  
//Old
TSubobjectPtr<UBillboardComponent> SpriteComponent;

//New
UBillboardComponent* SpriteComponent;

   
// Copyright 1998-2014 Epic Games, Inc. All Rights Reserved.

#include "MyActor.h"

AMyActor::AMyActor(const class FPostConstructInitializeProperties& PCIP)
	: Super(PCIP)
{
	// Structure to hold one-time initialization
	struct FConstructorStatics
	{
		// A helper class object we use to find target UTexture2D object in resource package
		ConstructorHelpers::FObjectFinderOptional<UTexture2D> NoteTextureObject;

		// Icon sprite category name
		FName ID_Notes;

		// Icon sprite display name
		FText NAME_Notes;

		FConstructorStatics()
			// Use helper class object to find the texture
			// "/Engine/EditorResources/S_Note" is resource path
			: NoteTextureObject(TEXT("/Engine/EditorResources/S_Note"))
			, ID_Notes(TEXT("Notes"))
			, NAME_Notes(NSLOCTEXT("SpriteCategory", "Notes", "Notes"))
		{
		}
	};
	static FConstructorStatics ConstructorStatics;

	// We need a scene component to attach Icon sprite
	TSubobjectPtr<USceneComponent> SceneComponent = PCIP.CreateDefaultSubobject<USceneComponent>(this, TEXT("SceneComp"));
	RootComponent = SceneComponent;
	RootComponent->Mobility = EComponentMobility::Static;

#if WITH_EDITORONLY_DATA
	SpriteComponent = PCIP.CreateEditorOnlyDefaultSubobject<UBillboardComponent>(this, TEXT("Sprite"));
	if (SpriteComponent)
	{

		SpriteComponent->Sprite = ConstructorStatics.NoteTextureObject.Get();		// Get the sprite texture from helper class object
		SpriteComponent->SpriteInfo.Category = ConstructorStatics.ID_Notes;		// Assign sprite category name
		SpriteComponent->SpriteInfo.DisplayName = ConstructorStatics.NAME_Notes;	// Assign sprite display name
		SpriteComponent->AttachParent = RootComponent;				        // Attach sprite to scene component
		SpriteComponent->Mobility = EComponentMobility::Static;
	}
#endif // WITH_EDITORONLY_DATA

}

  
//Old
AMyActor::AMyActor(const class FPostConstructInitializeProperties& PCIP)
	: Super(PCIP)
{

//New
AMyActor::AMyActor(const FObjectInitializer& ObjectInitializer)
	: Super(ObjectInitializer)
{

//Old
TSubobjectPtr<USceneComponent> SceneComponent = PCIP.CreateDefaultSubobject<USceneComponent>(this, TEXT("SceneComp"));

//New
USceneComponent* SceneComponent = ObjectInitializer.CreateDefaultSubobject<USceneComponent>(this, TEXT("SceneComp"));

//Old
SpriteComponent = PCIP.CreateEditorOnlyDefaultSubobject<UBillboardComponent>(this, TEXT("Sprite"));

//New
SpriteComponent = ObjectInitializer.CreateEditorOnlyDefaultSubobject<UBillboardComponent>(this, TEXT("Sprite"));

//Old
SpriteComponent->AttachParent = RootComponent;

//New
SpriteComponent->AttachToComponent(RootComponent, FAttachmentTransformRules::KeepWorldTransform);