#include <functional>

//.h

struct FCharacterCombatState
{
    std::function<void(void)> OnBeginState;

    FCharacterCombatState()
    {
    }
};

class MyClass
{
    MyClass();
    FCharacterCombatState CombatState;

    void Foo();
};



//.cpp

MyClass::MyClass()
{
    CombatState = FCharacterCombatState();
    CombatState.OnBeginState = [this]() {
        this->Foo();
    };
}

void MyClass::Foo()
{

}