Recieving UDP string from a web server?

Hello everyone, I am currently have a web server established using WA Smiths HTML text box code found here:
I was wondering if I could send and recieve UDP strings from the web server in a similar way. I have found the UDPSend and recieve example but I only found a way to get it to work using the Processing application. Now I am very new to the Arduino so I have no clue how many of these things work, any advice would be appreciated, thanks.