First of all, what do you mean by:
we've got an UDP-network (router)
I guess there is no only-UDP network (UDP protocol is useless for some tasks). If you have connection to a network then you can use any of protocols (TCP, UDP, IPX) you need/want. Just you and other machine must have installed same protocols.
You can install/check protocols by:
Control Panel > Network Connections > Properties [of selected connection].
You should see something like that:
If you have already instaled IPX protocol then you should see it there (if not, you have to install it by clicking:
Install > Protocol > NWLink IPX/SPX/NetBIOS Compatible Transport Protocol.
About "how to make IPX-network..." reade Readme.txt of GIT.