UDP stands for User Datagram Protocol. With UDP applications can send messages (datagrams) to other hosts on a network without requiring prior communications to set up special transmission channels or data paths.
Because UDP doesn't rely on handshaking to guarantee that packets arrive and in order it can be seen as an unreliable protocol, but for real time systems where acting on the data immediately is the most important consideration not having to wait for delayed packets is a distinct advantage.
UDP is just one communications protocol on the web. Others include:
