Moreover, the download file also as 2 example .udk files. If I try to open them, UDK gives an error and stops. Please tell me what to do?
1. Go to "Development"->"Src" folder
2. Find your project folder (or if you just started, you can try UDKBase).
3. Place in the subfolder called "Classes" (for UDKBase its already there. Note there are other files similar in name to it. "SeqAct_MobileCrowdSpawner"?).
4. Go to the UDK Frontend.
5. Press button "Script"->"Compile Scripts". (make sure all the game and editor are closed).
6. Verify that the output says "Successful" and no red warnings appear/
7. Run the game.