The question is a bit general, so here is a general answer;
tcpdump support UDP mode. It will dump the packets as they traverse a network interface. If you know the port and address of the target you can see what traffic is being generated;
If you have a local iptables, and packet logging configured, then you can inspect to see which rules are being hit;
To test that you can connect and send data between the client and server hosts.
You can open a UDP port on the server like so;
and then send data to it from a client machine like this;
back in the server console, you should see this if the connection and packets were