How UDP Protocol Works..?

UDP does not established connection between two or more server/client before sending or receiving data. In UDP connection, data never lost. Just see it:
TCP UDP Connection
Same as the TCP protocol, segmentation is done to break the data into small segment. However no sequence number are assigned to the segment. The receiving computer will not care whether the data arrive in sequence or loss. It will just join back the segments once it has received them. No knowledgement will be sent to sending computer by the receiving computer upon receiving the segments.

Therefore, UDP does not establish a connection when sending the data, there are no termination of connection.

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