UDP hole punching is a fun game that computers play with each other. Think of your computer as a house with a door and a friend's computer as another house with a door. Normally, when your computer wants to talk to your friend's computer, it would try to knock on the door but the door would be locked and we can't talk! However, in this game, the computers use a trick to punch a hole through their doors so they can talk to each other.
Now, how does this work? First, your computer sends a message to a server that they both can talk to, like a messenger. Your friend's computer does the same thing. Then, the server tells your computer and your friend's computer to talk to each other using a random number (like a secret code). Your computer sends your friend's computer a message with that secret code, and your friend's computer does the same thing. Once both computers get this message, they use that secret number to punch a hole through their doors to make a tunnel or pathway for messages to go through. Now, they can talk to each other! And all this happens like magic, very fast!
UDP hole punching is really helpful when you want to connect two computers that are behind different routers or firewalls. These are like giant walls that don't let messages in, but with this game, computers can create a secret tunnel through the walls to talk to each other. It's like a magic trick for computers!