How can I get the steam friends list and display it in a widget using blueprints?

Can I use the Steamworks SDK to get the friends list?

You can more simply add the Steam Sub System which allows communication to Steam VIA the SDK and provides the Steam Overlay to your game.

Best bet is to follow this: A new, community-hosted Unreal Engine Wiki - Announcements - Unreal Engine Forums

I am currently following this and I cannot find my Unreal Engine 4 folder. How can I find it?

I have found the folder and I am continuing with the steps.