After having extracted the archive that contains the Macintosh version of UDO you can move UDO's files to any place of your file system you want to. In most cases this would be the "Programs" directory.
UDO is available as a fat-binary so it will run both on a 68k Macintosh and a PowerPC Macintosh. If you want to save some disk space you may be smaller the program with a certain software.
If you have access to the hypertext of UDO (`UDO6GER.HYP') you can read it with "Hyperion". Hyperion is a software written by Martin Osieka that can display ST-Guide hypertexts. When using Hyperion you should copy `UDO.HYP' to the Hyperion directory.