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From Unreal Wiki, The Unreal Engine Documentation Site

[edit] Properties

string Caption 

Label to put inside a button

[edit] Functions

InitComponent(GUIController MyController, GUIComponent MyOwner )

Sets InternalOnKeyEvent to handle Keyboard events, and InternalOnXControllerEvent to handle XBox events

bool InternalOnKeyEvent(out byte Key, out byte State, float delta )

Clicks Self if Enter is pressed, goes to next control on 0x026, or previous control on 0x028

bool InternalOnXControllerEvent(byte Id, eXControllerCodes iCode )

Clicks Self if the Start button is pressed on the XBox controller

[edit] Events

ButtonPressed( )

Called when button is pressed

ButtonReleased( )

Called when button is released