UDP Multicast

Will it respond to multicast messages

By, "respond to", I assume you mean receive. Technically, the answer is likely yes as its just UDP, but its far from that simple. To have proper multicast support you also need to support IGMP. Beyond that, you also likely need to have a multicast router - as otherwise there really isn't a point in simply not broadcasting, which will carry only on the same segment. And given that you specifically mention multiple subnets, that's a clear declaration of the need for an IGMP capable router. But even beyond that, regardless of multicast or not, for reliable operation your subnets must be correct and routable.

You didn't mention which device/driver combination you were using but the ball is back in your court. Does your combination support IGMP? If it does support IGMP, then you need to figure out how to subscribe to your desired multicast group(s) on your receiving end. Beyond that, you then need to have a multicast router.