Get the samples folder: from github:

git clone https://github.com/juaxix/photon_api_ue4_sample.git

YourProject.Build+

using System;
using UnrealBuildTool;

public class YourProject : ModuleRules
{
	public YourProject(ReadOnlyTargetRules Target) : base(Target)
	{
		PCHUsage = PCHUsageMode.UseExplicitOrSharedPCHs;

		PublicDependencyModuleNames.AddRange(new string[] { "Core", "CoreUObject", "Engine", "InputCore", "PhotonCloudAPI" }); //be sure you use this lines
		PrivateIncludePathModuleNames.AddRange(new string[] { "PhotonCloudAPI" });
		PublicIncludePaths.AddRange(new string[] { "../Plugins/PhotonCloudAPI/Source/PhotonCloudAPI/Public" });
	}
}
										

C++ Game Mode example

#pragma once

#include "CoreMinimal.h"
#include "GameFramework/GameModeBase.h"
#include "YourGameModeBase.generated.h"

/**
 * Example of Game Mode with the ability of adding the current PhotonCloudAPI Actor in the seamlessTravelActor list to remain when the level changes.
 */
UCLASS()
class ROLLINGPHOTONCLOUD_API AYourGameModeBase : public AGameModeBase
{
  GENERATED_BODY()

  AYourGameModeBase(const FObjectInitializer & ObjectInitializer);
  
  void GetSeamlessTravelActorList(bool bToTransition, TArray& ActorList) override;
};

#include "YourGameModeBase.h"
#include "PhotonCloudAPIBPLibrary.h"
#include "PhotonCloud.h"

AYourGameModeBase::AYourGameModeBase(const FObjectInitializer & ObjectInitializer) : Super(ObjectInitializer)
{
  bUseSeamlessTravel = true;
}

//You need to add here the Photon Cloud Mediator Actor to avoid it to be destroyed on level change
void AYourGameModeBase::GetSeamlessTravelActorList(bool bToTransition, TArray& ActorList)
{
  AActor* mediator = UPhotonCloudAPIBPLibrary::GetPhotonCloud();
  if (IsValid(mediator)) ActorList.Emplace(mediator);
}