Are you talking about Port Scanner? You are right, port scanner works with TCP ports only. UDP is connectionless protocol and there are no documented method to scan UDP ports. I know some undocumented methods but these methods work only for some specific OS. Of course program can send some UDP packet to all ports and hope for answer but its not correct behavior concerning remote hosts.
Some programms (worms, torjaner) open ports there are responsive only with the UDP protocol. On windows and linux server. If I can't check these, the port sanner is useless to part.