To control a menu with a Gampad you have to connect a Gampad Input Action Node with a Trigger key action node.

Buttons (or other elements) of your HTML page must have the "hasGamepadControl" css class.
The selected element automatically becomes the css class "hasGamepadControlActive".
A Javascript function searches automatically for the next element on the same level (z-index).

Please make sure to set the focus correctly.
After minimizing the window you have to set the Input Mode again,
e. g. (Set Input Mode Game And UI). Otherwise no Gamepad events will be fired. I don't know if this is a bug in UE4.

If you want to see how next element search works ( only Webkit Browser like Chrome, Opera), click here.