The .udf file format is one of many used to store videos on discs. Sometimes when you download a video it will appear in this format, or the program you use to rip and back up your DVDs will save the image in this format. Playing this format on your computer requires the use of emulation software which creates a simulated "virtual drive" on your PC capable of mounting these files.
Download and install a virtual-drive emulator compatible with this file type, such as MagicISO or PowerISO.
Restart your computer in order to avoid conflicts with your new virtual drive.
Run the virtual-drive program. Right click the icon in your task bar. Click "Mount Image." Find and select your .udf file. Click "Open."