After having extracted the archive copy the files of `bin/' to `/usr/local/bin' or any other directory of $PATH.
Copy the manpage `udo.1' to `/usr/man/man1/'.
To read the documentation of UDO with GNU Info convert the UDO source files to GNU Texinfo, run Makeinfo and copy the Info file to $INFOPATH. You have to edit $INFOPATH/dir to get access to the UDO Info files.
Furthermore you should make some scripts or aliase to simplify calling UDO. The following script (named `'u2tex`') shows how to tell UDO that he shall convert the source file to LaTeX):
#!bin/sh udo --tex -o ! $*
You can make similar scripts for the other destination formats if you want. The UDO distribution already contains some scripts.
Hint for users of Linux-SGML: My version doesn't contain all possible entities. Just take a look ate the Linuxdoc-SGML FAQ in the middle of this documentation if Linuxdoc-SGML prints an error message.